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 44.96% 0.03 CHF 0.05 CHF 250,089 50,000 192,111 50,000 6,784 CHF 2,797 CHF 100.00% 100.00%
19/11/2024 23.89% 0.03 CHF 0.04 CHF 217,440 50,000 197,258 50,000 7,366 CHF 2,387 CHF 99.98% 99.98%
18/11/2024 18.04% 0.04 CHF 0.05 CHF 201,166 50,000 161,854 44,486 9,829 CHF 3,214 CHF 100.00% 100.00%
15/11/2024 9.14% 0.08 CHF 0.09 CHF 138,113 50,000 116,598 50,000 12,218 CHF 5,769 CHF 99.99% 99.99%
14/11/2024 6.70% 0.14 CHF 0.15 CHF 98,932 50,000 101,059 50,000 14,589 CHF 7,720 CHF 99.52% 99.52%
13/11/2024 7.40% 0.13 CHF 0.14 CHF 108,750 50,000 103,482 49,704 13,897 CHF 7,193 CHF 99.32% 99.32%
12/11/2024 7.51% 0.13 CHF 0.14 CHF 109,571 50,000 105,895 50,000 13,798 CHF 7,047 CHF 100.00% 100.00%
11/11/2024 6.82% 0.14 CHF 0.15 CHF 106,445 50,000 103,347 50,000 14,837 CHF 7,689 CHF 100.00% 100.00%
08/11/2024 6.49% 0.14 CHF 0.15 CHF 100,400 50,000 101,208 50,000 15,091 CHF 7,956 CHF 100.00% 100.00%
07/11/2024 6.57% 0.16 CHF 0.17 CHF 99,561 50,000 98,523 48,471 15,345 CHF 8,043 CHF 84.07% 84.07%

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