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
13/11/2024 17.58% 0.06 CHF 0.07 CHF 850,000 425,000 944,472 437,381 49,120 CHF 27,358 CHF 99.39% 99.39%
12/11/2024 21.14% 0.05 CHF 0.06 CHF 1,000,000 250,000 989,783 259,411 42,040 CHF 13,657 CHF 99.03% 99.03%
11/11/2024 21.38% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 252,619 41,940 CHF 13,142 CHF 99.27% 99.27%
08/11/2024 21.94% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,212 250,000 40,453 CHF 12,681 CHF 99.38% 99.38%
07/11/2024 25.76% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,810 250,474 33,904 CHF 11,058 CHF 99.24% 99.24%
06/11/2024 13.84% 0.08 CHF 0.09 CHF 675,000 350,000 749,209 385,548 50,367 CHF 29,799 CHF 99.35% 99.35%
05/11/2024 11.98% 0.08 CHF 0.09 CHF 675,000 350,000 640,650 331,987 50,300 CHF 29,381 CHF 99.39% 99.39%
04/11/2024 11.33% 0.08 CHF 0.09 CHF 625,000 325,000 603,968 308,306 50,288 CHF 28,745 CHF 97.50% 97.50%
01/11/2024 12.03% 0.09 CHF 0.10 CHF 600,000 300,000 647,413 338,676 50,611 CHF 29,951 CHF 97.91% 97.91%
31/10/2024 13.28% 0.07 CHF 0.08 CHF 675,000 350,000 719,220 372,111 50,587 CHF 29,896 CHF 99.38% 99.38%

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