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 22.60% 0.04 CHF 0.05 CHF 493,009 25,000 492,326 25,000 19,396 CHF 1,235 CHF 69.94% 69.94%
19/11/2024 27.84% 0.03 CHF 0.04 CHF 500,000 25,000 496,504 25,000 15,435 CHF 1,029 CHF 99.58% 99.58%
18/11/2024 20.37% 0.05 CHF 0.06 CHF 437,455 25,000 465,022 23,897 22,684 CHF 1,431 CHF 100.00% 100.00%
15/11/2024 16.83% 0.05 CHF 0.06 CHF 456,342 25,000 410,274 25,000 22,447 CHF 1,621 CHF 92.00% 92.00%
14/11/2024 13.85% 0.07 CHF 0.08 CHF 342,518 25,000 363,905 25,000 24,532 CHF 1,937 CHF 93.90% 93.90%
13/11/2024 14.61% 0.07 CHF 0.08 CHF 377,803 25,000 366,678 24,962 23,375 CHF 1,842 CHF 94.20% 94.20%
12/11/2024 12.69% 0.07 CHF 0.08 CHF 330,863 25,000 317,121 25,000 23,421 CHF 2,103 CHF 70.38% 70.38%
11/11/2024 9.28% 0.11 CHF 0.12 CHF 259,262 25,000 261,972 25,000 27,011 CHF 2,832 CHF 100.00% 100.00%
08/11/2024 11.54% 0.09 CHF 0.10 CHF 285,062 25,000 299,868 25,000 24,555 CHF 2,299 CHF 99.69% 99.69%
07/11/2024 10.45% 0.09 CHF 0.10 CHF 278,622 25,000 283,862 24,892 26,122 CHF 2,545 CHF 95.98% 95.98%

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