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 21.17% 0.06 CHF 0.07 CHF 900,000 300,000 978,953 378,953 41,692 CHF 19,796 CHF 99.36% 99.36%
19/11/2024 15.59% 0.06 CHF 0.07 CHF 900,000 300,000 881,688 293,896 52,284 CHF 20,367 CHF 96.67% 96.67%
18/11/2024 13.64% 0.06 CHF 0.07 CHF 900,000 300,000 780,883 260,294 53,332 CHF 20,380 CHF 97.63% 97.63%
15/11/2024 17.23% 0.08 CHF 0.09 CHF 750,000 250,000 907,958 322,821 48,500 CHF 20,404 CHF 96.38% 96.38%
14/11/2024 21.65% 0.05 CHF 0.06 CHF 1,000,000 400,000 1,000,000 400,000 41,422 CHF 20,569 CHF 99.40% 99.40%
13/11/2024 26.50% 0.04 CHF 0.05 CHF 1,000,000 400,000 1,000,000 432,334 33,298 CHF 18,613 CHF 98.74% 98.74%
12/11/2024 28.53% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 498,393 30,062 CHF 19,960 CHF 99.38% 99.38%
11/11/2024 30.75% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,092 CHF 19,046 CHF 99.35% 99.35%
08/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.35% 99.35%
07/11/2024 23.64% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 481,628 37,773 CHF 22,968 CHF 98.62% 98.62%

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