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 39.92% 0.02 CHF 0.03 CHF 500,000 25,000 500,000 25,000 10,035 CHF 752 CHF 96.64% 96.64%
19/11/2024 38.54% 0.02 CHF 0.03 CHF 500,000 25,000 500,000 25,000 10,639 CHF 782 CHF 99.68% 99.68%
18/11/2024 28.57% 0.03 CHF 0.04 CHF 500,000 25,000 500,000 23,897 15,000 CHF 956 CHF 100.00% 100.00%
15/11/2024 23.51% 0.03 CHF 0.04 CHF 500,000 25,000 500,000 25,000 18,986 CHF 1,199 CHF 100.00% 100.00%
14/11/2024 22.22% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 20,000 CHF 1,250 CHF 93.90% 93.90%
13/11/2024 22.19% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 24,963 20,045 CHF 1,250 CHF 96.70% 96.70%
12/11/2024 18.53% 0.04 CHF 0.05 CHF 500,000 25,000 493,128 25,000 24,442 CHF 1,490 CHF 99.63% 99.63%
11/11/2024 13.79% 0.07 CHF 0.08 CHF 445,074 25,000 435,537 25,000 29,516 CHF 1,945 CHF 100.00% 100.00%
08/11/2024 17.21% 0.06 CHF 0.07 CHF 488,940 25,000 489,713 25,000 26,207 CHF 1,587 CHF 100.00% 100.00%
07/11/2024 15.63% 0.06 CHF 0.07 CHF 488,544 25,000 488,698 24,892 29,254 CHF 1,742 CHF 95.98% 95.98%

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