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 13.99% 0.07 CHF 0.08 CHF 725,000 375,000 761,951 392,734 50,664 CHF 30,044 CHF 100.00% 100.00%
19/11/2024 16.58% 0.06 CHF 0.07 CHF 850,000 425,000 908,125 446,907 50,296 CHF 29,379 CHF 99.90% 99.90%
18/11/2024 15.46% 0.07 CHF 0.08 CHF 725,000 375,000 856,691 436,609 51,145 CHF 30,434 CHF 99.90% 99.90%
15/11/2024 15.56% 0.06 CHF 0.07 CHF 850,000 425,000 854,749 431,551 50,686 CHF 29,905 CHF 100.00% 100.00%
14/11/2024 15.87% 0.07 CHF 0.08 CHF 775,000 400,000 875,987 445,485 50,816 CHF 30,306 CHF 100.00% 100.00%
13/11/2024 15.47% 0.05 CHF 0.06 CHF 1,000,000 250,000 841,364 405,312 50,216 CHF 28,546 CHF 100.00% 100.00%
12/11/2024 11.35% 0.07 CHF 0.08 CHF 675,000 350,000 606,470 313,268 50,423 CHF 29,191 CHF 99.69% 99.69%
11/11/2024 9.74% 0.11 CHF 0.12 CHF 500,000 500,000 517,846 447,570 50,618 CHF 48,650 CHF 99.87% 99.87%
08/11/2024 9.52% 0.09 CHF 0.10 CHF 575,000 300,000 503,998 473,925 50,452 CHF 52,452 CHF 100.00% 100.00%
07/11/2024 7.95% 0.12 CHF 0.13 CHF 425,000 425,000 428,547 428,548 51,800 CHF 56,085 CHF 99.83% 99.83%

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