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 15.85% 0.08 CHF 0.09 CHF 1,000,000 500,000 988,132 496,044 58,119 CHF 34,116 CHF 98.94% 98.94%
19/11/2024 15.28% 0.06 CHF 0.07 CHF 1,000,000 500,000 978,440 492,813 59,326 CHF 34,806 CHF 98.43% 98.43%
18/11/2024 15.86% 0.06 CHF 0.07 CHF 1,000,000 500,000 999,890 499,963 58,311 CHF 34,156 CHF 97.64% 97.64%
15/11/2024 13.61% 0.07 CHF 0.08 CHF 1,000,000 500,000 924,200 468,748 63,300 CHF 36,798 CHF 98.61% 98.61%
14/11/2024 13.96% 0.08 CHF 0.09 CHF 825,000 425,000 943,185 478,622 62,860 CHF 36,715 CHF 98.52% 98.52%
13/11/2024 15.54% 0.05 CHF 0.06 CHF 1,000,000 500,000 865,173 435,318 51,438 CHF 30,203 CHF 99.04% 99.04%
12/11/2024 15.78% 0.06 CHF 0.07 CHF 500,000 250,000 487,107 225,551 29,025 CHF 15,981 CHF 95.74% 95.74%
11/11/2024 24.37% 0.05 CHF 0.06 CHF 500,000 250,000 495,884 150,198 18,746 CHF 7,632 CHF 98.14% 98.14%
08/11/2024 10.97% 0.08 CHF 0.09 CHF 375,000 188,000 324,022 165,329 27,883 CHF 15,883 CHF 99.43% 99.43%
07/11/2024 7.75% 0.09 CHF 0.10 CHF 288,000 288,000 231,368 231,368 28,761 CHF 31,074 CHF 98.68% 98.68%

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