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 22.05% 0.04 CHF 0.05 CHF 750,000 100,000 750,000 100,000 30,328 CHF 5,044 CHF 99.17% 99.17%
19/11/2024 19.12% 0.04 CHF 0.05 CHF 750,000 100,000 750,000 100,000 35,813 CHF 5,775 CHF 99.17% 99.17%
18/11/2024 18.13% 0.06 CHF 0.07 CHF 750,000 100,000 750,000 100,000 37,835 CHF 6,045 CHF 99.23% 99.23%
15/11/2024 16.61% 0.05 CHF 0.06 CHF 750,000 100,000 750,000 100,000 41,713 CHF 6,562 CHF 99.17% 99.17%
14/11/2024 16.66% 0.06 CHF 0.07 CHF 750,000 100,000 750,000 100,000 41,599 CHF 6,547 CHF 99.15% 99.15%
13/11/2024 17.27% 0.05 CHF 0.06 CHF 750,000 100,000 750,000 100,000 39,945 CHF 6,326 CHF 99.16% 99.16%
12/11/2024 16.05% 0.05 CHF 0.06 CHF 750,000 100,000 750,000 100,000 43,217 CHF 6,762 CHF 99.17% 99.17%
11/11/2024 12.77% 0.08 CHF 0.09 CHF 750,000 100,000 750,000 100,000 55,215 CHF 8,362 CHF 99.17% 99.17%
08/11/2024 13.20% 0.07 CHF 0.08 CHF 750,000 100,000 750,000 100,000 53,191 CHF 8,092 CHF 99.17% 99.17%
07/11/2024 10.81% 0.09 CHF 0.10 CHF 600,000 100,000 665,239 100,000 58,150 CHF 9,786 CHF 98.26% 98.26%

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