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 14.49% 0.06 CHF 0.07 CHF 438,346 50,000 394,201 50,000 25,358 CHF 3,722 CHF 100.00% 100.00%
19/11/2024 16.19% 0.06 CHF 0.07 CHF 430,329 50,000 426,387 50,000 24,396 CHF 3,370 CHF 100.00% 100.00%
18/11/2024 20.59% 0.07 CHF 0.08 CHF 385,875 50,000 379,838 44,486 23,439 CHF 3,332 CHF 100.00% 100.00%
15/11/2024 11.76% 0.08 CHF 0.09 CHF 311,499 50,000 311,499 50,000 24,920 CHF 4,500 CHF 100.00% 100.00%
14/11/2024 9.76% 0.09 CHF 0.10 CHF 285,770 50,000 271,843 50,000 26,628 CHF 5,405 CHF 99.27% 99.27%
13/11/2024 9.57% 0.10 CHF 0.11 CHF 264,157 50,000 265,873 49,694 27,173 CHF 5,585 CHF 98.49% 98.49%
12/11/2024 9.55% 0.10 CHF 0.11 CHF 266,538 50,000 266,478 50,000 26,649 CHF 5,502 CHF 100.00% 100.00%
11/11/2024 8.23% 0.12 CHF 0.13 CHF 247,039 50,000 252,179 50,000 29,655 CHF 6,386 CHF 100.00% 100.00%
08/11/2024 12.83% 0.10 CHF 0.11 CHF 265,858 50,000 264,734 50,000 26,745 CHF 5,747 CHF 100.00% 100.00%
07/11/2024 9.53% 0.11 CHF 0.12 CHF 268,175 50,000 269,595 48,704 28,527 CHF 5,672 CHF 99.23% 99.23%

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