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 5.92% 0.15 CHF 0.16 CHF 750,000 250,000 605,662 201,887 99,382 CHF 35,146 CHF 99.38% 99.38%
19/11/2024 6.89% 0.14 CHF 0.15 CHF 750,000 250,000 750,000 250,000 105,053 CHF 37,518 CHF 96.68% 96.68%
18/11/2024 6.32% 0.15 CHF 0.16 CHF 600,000 200,000 734,127 244,709 112,416 CHF 39,919 CHF 97.64% 97.64%
15/11/2024 5.85% 0.15 CHF 0.16 CHF 750,000 250,000 622,752 207,584 103,244 CHF 36,490 CHF 96.37% 96.37%
14/11/2024 5.36% 0.17 CHF 0.18 CHF 600,000 200,000 600,000 200,000 109,242 CHF 38,414 CHF 99.38% 99.38%
13/11/2024 5.18% 0.18 CHF 0.19 CHF 600,000 200,000 600,000 200,000 113,086 CHF 39,695 CHF 98.75% 98.75%
12/11/2024 4.91% 0.20 CHF 0.21 CHF 600,000 200,000 600,000 200,000 119,162 CHF 41,721 CHF 99.35% 99.35%
11/11/2024 4.46% 0.21 CHF 0.22 CHF 600,000 200,000 600,000 200,000 131,602 CHF 45,867 CHF 99.36% 99.36%
08/11/2024 4.43% 0.22 CHF 0.23 CHF 600,000 200,000 600,000 200,000 132,498 CHF 46,166 CHF 99.33% 99.33%
07/11/2024 4.26% 0.22 CHF 0.23 CHF 600,000 200,000 592,963 197,654 136,132 CHF 47,354 CHF 98.61% 98.61%

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