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 21.69% 0.04 CHF 0.05 CHF 372,522 50,000 368,990 50,000 15,215 CHF 2,566 CHF 100.00% 100.00%
19/11/2024 22.04% 0.04 CHF 0.05 CHF 371,850 50,000 369,867 50,000 14,964 CHF 2,522 CHF 100.00% 100.00%
18/11/2024 22.64% 0.04 CHF 0.05 CHF 371,891 50,000 344,918 44,486 16,240 CHF 2,591 CHF 100.00% 100.00%
15/11/2024 13.94% 0.06 CHF 0.07 CHF 285,619 50,000 266,727 50,000 17,826 CHF 3,853 CHF 100.00% 100.00%
14/11/2024 11.71% 0.08 CHF 0.09 CHF 237,035 50,000 244,323 50,000 20,325 CHF 4,679 CHF 99.52% 99.52%
13/11/2024 12.06% 0.08 CHF 0.09 CHF 260,055 50,000 248,678 49,704 19,815 CHF 4,469 CHF 99.32% 99.32%
12/11/2024 12.20% 0.08 CHF 0.09 CHF 261,481 50,000 244,763 50,000 19,079 CHF 4,411 CHF 100.00% 100.00%
11/11/2024 11.37% 0.08 CHF 0.09 CHF 238,478 50,000 238,561 50,000 19,837 CHF 4,657 CHF 100.00% 100.00%
08/11/2024 11.01% 0.08 CHF 0.09 CHF 236,706 50,000 237,527 50,000 20,452 CHF 4,803 CHF 100.00% 100.00%
07/11/2024 11.63% 0.09 CHF 0.10 CHF 239,718 50,000 230,941 48,703 19,912 CHF 4,706 CHF 99.13% 99.13%

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