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 34.99% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 15,222 CHF 2,178 CHF 14.13% 100.00%
19/11/2024 36.09% 0.03 CHF 0.05 CHF 500,000 50,000 500,000 50,000 15,530 CHF 2,244 CHF 100.00% 100.00%
18/11/2024 49.85% 0.03 CHF 0.05 CHF 500,000 50,000 500,000 43,383 14,259 CHF 2,038 CHF 100.00% 100.00%
15/11/2024 36.78% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 12,224 CHF 1,757 CHF 100.00% 100.00%
14/11/2024 41.49% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 11,057 CHF 1,679 CHF 99.52% 99.52%
13/11/2024 100.00% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 49,708 5,000 CHF 1,491 CHF 98.23% 99.32%
12/11/2024 98.71% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,107 CHF 1,500 CHF 100.00% 100.00%
11/11/2024 47.61% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 10,301 CHF 1,686 CHF 100.00% 100.00%
08/11/2024 45.13% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 12,811 CHF 1,998 CHF 100.00% 100.00%
07/11/2024 35.79% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 48,434 17,025 CHF 2,343 CHF 98.51% 98.51%

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