market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 40.00% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 15,000 CHF 7,500 CHF 99.38% 99.38%
19/11/2024 40.00% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 15,000 CHF 7,500 CHF 99.37% 99.37%
18/11/2024 40.00% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 15,000 CHF 7,500 CHF 99.37% 99.37%
15/11/2024 32.63% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 19,837 CHF 9,112 CHF 99.34% 99.34%
14/11/2024 31.56% 0.03 CHF 0.04 CHF 750,000 250,000 750,000 250,000 20,550 CHF 9,350 CHF 99.18% 99.18%
13/11/2024 22.42% 0.04 CHF 0.05 CHF 750,000 250,000 750,000 250,000 29,927 CHF 12,476 CHF 99.37% 99.37%
12/11/2024 16.69% 0.05 CHF 0.06 CHF 750,000 250,000 750,000 250,000 41,503 CHF 16,334 CHF 99.15% 99.15%
11/11/2024 11.89% 0.07 CHF 0.08 CHF 750,000 250,000 750,000 250,000 59,918 CHF 22,473 CHF 99.13% 99.13%
08/11/2024 10.46% 0.08 CHF 0.09 CHF 750,000 250,000 750,000 250,000 68,487 CHF 25,329 CHF 99.37% 99.37%
07/11/2024 6.16% 0.13 CHF 0.14 CHF 750,000 250,000 671,774 223,925 107,475 CHF 38,064 CHF 98.56% 98.56%

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