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 16.74% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 29,268 CHF 3,459 CHF 92.81% 92.81%
19/11/2024 18.40% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 25,000 CHF 3,007 CHF 99.53% 99.53%
18/11/2024 21.18% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 44,487 27,445 CHF 2,999 CHF 100.00% 100.00%
15/11/2024 21.81% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 23,553 CHF 2,924 CHF 92.47% 92.47%
14/11/2024 20.50% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 25,000 CHF 3,077 CHF 98.20% 98.20%
13/11/2024 19.81% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 49,700 25,919 CHF 3,141 CHF 98.35% 98.35%
12/11/2024 15.78% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 50,000 32,560 CHF 3,811 CHF 97.69% 97.69%
11/11/2024 12.69% 0.08 CHF 0.09 CHF 500,000 50,000 500,000 50,000 39,589 CHF 4,493 CHF 100.00% 100.00%
08/11/2024 17.52% 0.06 CHF 0.08 CHF 500,000 50,000 500,000 50,000 32,049 CHF 3,818 CHF 96.30% 96.30%
07/11/2024 14.97% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 48,588 34,053 CHF 3,840 CHF 91.03% 91.03%

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