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 16.62% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 27,794 CHF 3,279 CHF 100.00% 100.00%
19/11/2024 16.87% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 50,000 27,346 CHF 3,235 CHF 99.87% 99.87%
18/11/2024 14.02% 0.07 CHF 0.08 CHF 500,000 50,000 500,000 42,760 33,792 CHF 3,296 CHF 91.40% 91.40%
15/11/2024 12.10% 0.08 CHF 0.09 CHF 497,772 50,000 499,449 50,000 38,905 CHF 4,394 CHF 100.00% 100.00%
14/11/2024 14.81% 0.08 CHF 0.09 CHF 492,290 50,000 499,411 50,000 32,011 CHF 3,706 CHF 81.16% 81.16%
13/11/2024 15.14% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 49,482 30,597 CHF 3,523 CHF 91.94% 91.94%
12/11/2024 13.51% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 50,000 34,575 CHF 3,958 CHF 98.14% 98.14%
11/11/2024 9.22% 0.09 CHF 0.10 CHF 424,041 50,000 394,346 50,000 40,907 CHF 5,696 CHF 98.13% 98.13%
08/11/2024 9.00% 0.10 CHF 0.11 CHF 427,219 25,000 393,005 25,000 41,735 CHF 2,913 CHF 94.59% 94.59%
07/11/2024 5.84% 0.16 CHF 0.17 CHF 305,440 25,000 290,816 24,784 48,910 CHF 4,421 CHF 85.71% 85.71%

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