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 4.83% 0.20 CHF 0.21 CHF 900,000 300,000 876,643 292,214 176,969 CHF 61,912 CHF 99.09% 99.09%
19/11/2024 5.19% 0.21 CHF 0.22 CHF 900,000 300,000 880,746 293,582 165,418 CHF 58,075 CHF 98.75% 98.75%
18/11/2024 4.53% 0.22 CHF 0.23 CHF 750,000 250,000 832,548 277,516 179,157 CHF 62,494 CHF 99.02% 99.02%
15/11/2024 4.59% 0.22 CHF 0.23 CHF 900,000 300,000 869,431 289,810 185,481 CHF 64,725 CHF 99.60% 99.60%
14/11/2024 5.84% 0.18 CHF 0.19 CHF 900,000 300,000 904,495 304,495 151,965 CHF 54,085 CHF 97.61% 97.61%
13/11/2024 7.65% 0.12 CHF 0.13 CHF 1,000,000 400,000 992,775 392,775 125,094 CHF 53,358 CHF 99.34% 99.34%
12/11/2024 6.25% 0.12 CHF 0.13 CHF 1,000,000 400,000 916,028 316,028 142,881 CHF 52,152 CHF 93.10% 93.10%
11/11/2024 4.83% 0.20 CHF 0.21 CHF 900,000 300,000 893,841 297,947 180,762 CHF 63,233 CHF 99.06% 99.06%
08/11/2024 4.77% 0.20 CHF 0.21 CHF 900,000 300,000 899,048 299,683 184,120 CHF 64,370 CHF 99.14% 99.14%
07/11/2024 3.95% 0.26 CHF 0.27 CHF 900,000 300,000 896,725 298,908 223,244 CHF 77,404 CHF 98.61% 98.61%

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