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 39.81% 0.02 CHF 0.03 CHF 476,519 50,000 476,358 50,000 9,604 CHF 1,508 CHF 100.00% 100.00%
19/11/2024 40.17% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 9,968 CHF 1,497 CHF 100.00% 100.00%
18/11/2024 47.80% 0.01 CHF 0.02 CHF 500,000 50,000 475,359 44,486 9,231 CHF 1,363 CHF 100.00% 100.00%
15/11/2024 24.70% 0.03 CHF 0.04 CHF 373,309 50,000 344,997 50,000 12,344 CHF 2,305 CHF 100.00% 100.00%
14/11/2024 18.18% 0.05 CHF 0.06 CHF 318,091 50,000 318,091 50,000 15,905 CHF 3,000 CHF 99.52% 99.52%
13/11/2024 23.67% 0.04 CHF 0.05 CHF 313,115 50,000 313,997 49,704 14,072 CHF 2,819 CHF 99.32% 99.32%
12/11/2024 20.21% 0.04 CHF 0.05 CHF 320,603 50,000 316,854 50,000 14,258 CHF 2,749 CHF 100.00% 100.00%
11/11/2024 18.33% 0.05 CHF 0.06 CHF 317,426 50,000 293,277 50,000 14,578 CHF 2,987 CHF 100.00% 100.00%
08/11/2024 18.13% 0.05 CHF 0.06 CHF 276,644 50,000 288,945 50,000 14,498 CHF 3,009 CHF 100.00% 100.00%
07/11/2024 19.31% 0.05 CHF 0.06 CHF 274,735 50,000 274,663 48,703 13,737 CHF 2,947 CHF 99.13% 99.13%

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