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 21.08% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 60,861 21,870 CHF 3,150 CHF 99.58% 99.58%
19/11/2024 24.80% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 62,497 17,973 CHF 2,798 CHF 86.42% 86.42%
18/11/2024 18.68% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 60,856 24,383 CHF 3,540 CHF 99.54% 99.54%
15/11/2024 12.91% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 60,525 36,938 CHF 4,901 CHF 98.34% 98.34%
14/11/2024 10.57% 0.08 CHF 0.09 CHF 500,000 100,000 499,979 60,738 44,869 CHF 6,090 CHF 99.23% 99.23%
13/11/2024 13.96% 0.07 CHF 0.08 CHF 500,000 100,000 496,093 61,591 34,334 CHF 4,798 CHF 90.47% 90.47%
12/11/2024 15.90% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 61,143 29,113 CHF 4,201 CHF 96.96% 96.96%
11/11/2024 64.37% 0.03 CHF 0.08 CHF 10,000 10,000 6,090 6,090 319 CHF 623 CHF 99.09% 99.09%
08/11/2024 10.61% 0.08 CHF 0.09 CHF 500,000 100,000 500,000 60,852 44,913 CHF 6,035 CHF 99.59% 99.59%
07/11/2024 11.65% 0.10 CHF 0.11 CHF 500,000 100,000 500,000 60,912 40,476 CHF 5,577 CHF 99.08% 99.08%

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