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 18.20% 0.05 CHF 0.06 CHF 750,000 150,000 750,000 149,818 38,091 CHF 9,105 CHF 99.17% 99.17%
19/11/2024 16.63% 0.06 CHF 0.07 CHF 750,000 150,000 750,000 145,791 42,029 CHF 9,576 CHF 99.16% 99.16%
18/11/2024 14.43% 0.06 CHF 0.07 CHF 750,000 150,000 750,000 143,299 48,819 CHF 10,720 CHF 99.23% 99.23%
15/11/2024 15.07% 0.08 CHF 0.09 CHF 750,000 100,000 750,000 142,212 46,760 CHF 10,170 CHF 99.16% 99.16%
14/11/2024 19.52% 0.05 CHF 0.06 CHF 750,000 150,000 750,000 150,000 35,015 CHF 8,503 CHF 99.15% 99.15%
13/11/2024 23.35% 0.03 CHF 0.04 CHF 750,000 200,000 750,000 173,529 28,664 CHF 8,320 CHF 99.16% 99.16%
12/11/2024 26.39% 0.03 CHF 0.04 CHF 750,000 200,000 750,000 199,067 25,695 CHF 8,709 CHF 99.16% 99.16%
11/11/2024 12.41% 0.07 CHF 0.08 CHF 750,000 150,000 750,000 133,052 57,579 CHF 11,376 CHF 99.16% 99.16%
08/11/2024 11.30% 0.09 CHF 0.10 CHF 750,000 100,000 750,000 134,572 62,861 CHF 12,529 CHF 99.17% 99.17%
07/11/2024 12.24% 0.07 CHF 0.08 CHF 750,000 150,000 750,000 150,000 57,712 CHF 13,042 CHF 98.19% 98.19%

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