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 17.85% 0.08 CHF 0.10 CHF 80,000 80,000 80,000 80,000 6,569 CHF 7,849 CHF 100.00% 100.00%
19/11/2024 17.76% 0.09 CHF 0.10 CHF 80,000 80,000 80,000 80,000 6,617 CHF 7,897 CHF 100.00% 100.00%
18/11/2024 25.34% 0.06 CHF 0.07 CHF 80,000 80,000 80,000 80,000 4,439 CHF 5,719 CHF 100.00% 100.00%
15/11/2024 22.89% 0.06 CHF 0.07 CHF 80,000 80,000 80,000 80,000 4,983 CHF 6,263 CHF 100.00% 100.00%
14/11/2024 16.50% 0.10 CHF 0.11 CHF 80,000 80,000 80,000 80,000 7,127 CHF 8,407 CHF 100.00% 100.00%
13/11/2024 38.39% 0.09 CHF 0.10 CHF 80,000 80,000 39,958 39,958 3,479 CHF 4,848 CHF 100.00% 100.00%
12/11/2024 11.22% 0.12 CHF 0.14 CHF 80,000 80,000 80,000 80,000 10,788 CHF 12,068 CHF 100.00% 100.00%
11/11/2024 8.62% 0.17 CHF 0.19 CHF 80,000 80,000 80,000 80,000 14,240 CHF 15,520 CHF 100.00% 100.00%
08/11/2024 11.00% 0.13 CHF 0.15 CHF 80,000 80,000 80,000 80,000 11,026 CHF 12,306 CHF 99.20% 99.20%
07/11/2024 10.16% 0.14 CHF 0.15 CHF 80,000 80,000 80,000 80,000 12,066 CHF 13,346 CHF 100.00% 100.00%

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