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 18.06% 0.05 CHF 0.06 CHF 328,346 50,000 329,907 50,000 16,639 CHF 3,022 CHF 100.00% 100.00%
19/11/2024 20.60% 0.05 CHF 0.06 CHF 384,031 50,000 384,816 50,000 16,942 CHF 2,700 CHF 99.94% 99.94%
18/11/2024 19.66% 0.05 CHF 0.06 CHF 384,731 50,000 325,743 46,392 15,554 CHF 2,690 CHF 90.66% 90.66%
15/11/2024 18.18% 0.05 CHF 0.06 CHF 350,646 50,000 350,646 50,000 17,532 CHF 3,000 CHF 100.00% 100.00%
14/11/2024 15.38% 0.06 CHF 0.07 CHF 298,776 50,000 298,776 50,000 17,927 CHF 3,500 CHF 99.44% 99.44%
13/11/2024 15.62% 0.06 CHF 0.07 CHF 302,512 50,000 298,158 49,819 17,890 CHF 3,494 CHF 98.88% 98.88%
12/11/2024 13.38% 0.07 CHF 0.08 CHF 277,975 50,000 281,985 50,000 19,668 CHF 3,988 CHF 99.99% 99.99%
11/11/2024 11.69% 0.08 CHF 0.09 CHF 243,872 50,000 243,311 50,000 19,609 CHF 4,529 CHF 100.00% 100.00%
08/11/2024 10.87% 0.08 CHF 0.09 CHF 241,520 50,000 237,177 50,000 20,674 CHF 4,861 CHF 88.69% 88.69%
07/11/2024 10.52% 0.09 CHF 0.10 CHF 228,854 50,000 226,070 48,703 20,349 CHF 4,871 CHF 99.06% 99.06%

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