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 9.73% 0.09 CHF 0.10 CHF 750,000 100,000 700,404 100,000 68,526 CHF 10,834 CHF 99.16% 99.16%
19/11/2024 10.66% 0.09 CHF 0.10 CHF 750,000 100,000 750,000 100,000 66,824 CHF 9,910 CHF 99.17% 99.17%
18/11/2024 10.19% 0.09 CHF 0.10 CHF 750,000 100,000 750,000 100,000 70,077 CHF 10,344 CHF 99.22% 99.22%
15/11/2024 8.55% 0.10 CHF 0.11 CHF 750,000 100,000 675,901 100,000 75,573 CHF 12,252 CHF 99.16% 99.16%
14/11/2024 7.87% 0.14 CHF 0.15 CHF 600,000 100,000 611,468 100,000 74,945 CHF 13,281 CHF 99.15% 99.15%
13/11/2024 9.70% 0.10 CHF 0.11 CHF 750,000 100,000 736,213 100,000 72,539 CHF 10,892 CHF 99.16% 99.16%
12/11/2024 7.77% 0.11 CHF 0.12 CHF 750,000 100,000 614,572 100,000 76,055 CHF 13,397 CHF 99.15% 99.15%
11/11/2024 5.72% 0.16 CHF 0.17 CHF 600,000 100,000 600,000 100,000 101,956 CHF 17,993 CHF 99.17% 99.17%
08/11/2024 6.30% 0.14 CHF 0.15 CHF 600,000 100,000 600,000 100,000 92,686 CHF 16,448 CHF 99.16% 99.16%
07/11/2024 5.05% 0.18 CHF 0.19 CHF 600,000 100,000 455,103 100,000 87,918 CHF 20,333 CHF 98.18% 98.18%

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