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 45.06% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 60,846 9,051 CHF 1,636 CHF 99.54% 99.54%
19/11/2024 58.96% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 62,653 6,446 CHF 1,398 CHF 85.38% 86.42%
18/11/2024 38.72% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 60,856 10,560 CHF 1,882 CHF 99.55% 99.55%
15/11/2024 24.10% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 60,522 18,676 CHF 2,769 CHF 98.34% 98.34%
14/11/2024 18.67% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 60,743 24,406 CHF 3,585 CHF 99.26% 99.26%
13/11/2024 24.40% 0.03 CHF 0.04 CHF 500,000 100,000 496,091 61,588 18,682 CHF 2,850 CHF 90.45% 90.45%
12/11/2024 142.86% 0.01 CHF 0.06 CHF 10,000 10,000 6,114 6,114 61 CHF 367 CHF 96.96% 96.96%
11/11/2024 114.92% 0.01 CHF 0.06 CHF 10,000 10,000 6,090 6,090 110 CHF 414 CHF 99.10% 99.10%
08/11/2024 19.22% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 60,860 23,767 CHF 3,472 CHF 99.60% 99.60%
07/11/2024 20.89% 0.06 CHF 0.07 CHF 500,000 100,000 500,000 60,902 21,656 CHF 3,276 CHF 99.07% 99.07%

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