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 27.33% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 15,979 CHF 2,098 CHF 100.00% 100.00%
19/11/2024 24.84% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 17,940 CHF 2,294 CHF 99.99% 99.99%
18/11/2024 31.97% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 44,487 16,044 CHF 1,939 CHF 100.00% 100.00%
15/11/2024 28.57% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 15,000 CHF 2,000 CHF 97.60% 97.60%
14/11/2024 28.57% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 15,000 CHF 2,000 CHF 96.15% 96.15%
13/11/2024 39.43% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 49,711 10,508 CHF 1,550 CHF 99.36% 99.36%
12/11/2024 29.93% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 14,407 CHF 1,941 CHF 100.00% 100.00%
11/11/2024 21.31% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 21,481 CHF 2,648 CHF 99.48% 99.48%
08/11/2024 17.83% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 25,627 CHF 3,063 CHF 99.86% 99.86%
07/11/2024 17.73% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 48,669 26,280 CHF 3,055 CHF 96.52% 96.52%

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