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 8.81% 0.12 CHF 0.13 CHF 900,000 300,000 941,454 341,454 102,276 CHF 40,330 CHF 99.37% 99.37%
19/11/2024 9.45% 0.11 CHF 0.12 CHF 1,000,000 400,000 974,817 377,605 100,365 CHF 42,338 CHF 96.70% 96.70%
18/11/2024 12.70% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 400,000 74,065 CHF 33,626 CHF 97.53% 97.53%
15/11/2024 11.65% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,000 81,025 CHF 36,410 CHF 95.70% 95.70%
14/11/2024 9.87% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 96,579 CHF 42,632 CHF 99.34% 99.34%
13/11/2024 9.60% 0.11 CHF 0.12 CHF 1,000,000 400,000 987,430 387,430 98,372 CHF 42,363 CHF 98.93% 98.93%
12/11/2024 11.00% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 86,526 CHF 38,610 CHF 99.36% 99.36%
11/11/2024 12.96% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 441,260 72,492 CHF 36,261 CHF 99.35% 99.35%
08/11/2024 9.65% 0.10 CHF 0.11 CHF 1,000,000 400,000 999,767 399,767 98,938 CHF 43,557 CHF 98.24% 98.24%
07/11/2024 10.45% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,066 91,353 CHF 40,547 CHF 98.65% 98.65%

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