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 37.13% 0.03 CHF 0.05 CHF 440,745 20,000 406,776 20,000 15,785 CHF 1,132 CHF 100.00% 100.00%
19/11/2024 24.75% 0.04 CHF 0.05 CHF 464,934 20,000 472,974 20,000 17,045 CHF 921 CHF 97.46% 97.46%
18/11/2024 25.82% 0.04 CHF 0.05 CHF 407,384 20,000 438,099 17,243 17,655 CHF 884 CHF 100.00% 100.00%
15/11/2024 16.70% 0.05 CHF 0.06 CHF 417,060 20,000 358,730 20,000 19,764 CHF 1,314 CHF 100.00% 100.00%
14/11/2024 13.95% 0.08 CHF 0.09 CHF 293,949 20,000 326,217 20,000 21,863 CHF 1,546 CHF 99.44% 99.44%
13/11/2024 18.05% 0.05 CHF 0.06 CHF 442,669 20,000 400,733 19,804 20,408 CHF 1,219 CHF 98.88% 98.88%
12/11/2024 13.36% 0.06 CHF 0.07 CHF 332,797 20,000 322,910 20,000 22,634 CHF 1,605 CHF 100.00% 100.00%
11/11/2024 8.96% 0.10 CHF 0.11 CHF 234,041 20,000 234,761 20,000 25,078 CHF 2,337 CHF 99.58% 99.58%
08/11/2024 10.50% 0.08 CHF 0.09 CHF 265,481 20,000 252,836 20,000 22,934 CHF 2,026 CHF 93.99% 93.99%
07/11/2024 8.24% 0.11 CHF 0.12 CHF 210,567 20,000 200,453 19,343 24,434 CHF 2,565 CHF 97.91% 97.91%

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