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 11.94% 0.08 CHF 0.09 CHF 750,000 150,000 750,000 150,000 59,215 CHF 13,343 CHF 99.38% 99.38%
19/11/2024 13.20% 0.07 CHF 0.08 CHF 750,000 150,000 750,000 150,000 53,307 CHF 12,161 CHF 99.37% 99.37%
18/11/2024 12.46% 0.08 CHF 0.09 CHF 750,000 150,000 750,000 150,000 56,681 CHF 12,836 CHF 99.37% 99.37%
15/11/2024 8.72% 0.09 CHF 0.10 CHF 750,000 150,000 746,591 150,000 82,713 CHF 18,131 CHF 99.34% 99.34%
14/11/2024 8.30% 0.12 CHF 0.13 CHF 750,000 150,000 717,071 150,000 83,356 CHF 19,044 CHF 99.18% 99.18%
13/11/2024 6.05% 0.15 CHF 0.16 CHF 600,000 150,000 600,000 150,000 96,480 CHF 25,620 CHF 99.37% 99.37%
12/11/2024 4.78% 0.19 CHF 0.20 CHF 600,000 150,000 523,742 150,000 106,610 CHF 32,258 CHF 99.12% 99.12%
11/11/2024 3.72% 0.24 CHF 0.25 CHF 450,000 150,000 450,000 150,000 119,383 CHF 41,294 CHF 99.13% 99.13%
08/11/2024 3.32% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 133,719 CHF 46,073 CHF 99.37% 99.37%
07/11/2024 2.33% 0.37 CHF 0.38 CHF 450,000 150,000 409,618 150,000 173,754 CHF 66,247 CHF 98.56% 98.56%

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