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 9.81% 0.13 CHF 0.14 CHF 600,000 200,000 600,000 200,000 58,724 CHF 21,575 CHF 99.37% 99.37%
19/11/2024 7.49% 0.13 CHF 0.14 CHF 450,000 150,000 474,437 158,146 60,838 CHF 21,861 CHF 96.68% 96.68%
18/11/2024 6.93% 0.13 CHF 0.14 CHF 600,000 200,000 477,272 159,091 66,441 CHF 23,738 CHF 97.57% 97.57%
15/11/2024 8.34% 0.15 CHF 0.16 CHF 450,000 150,000 581,526 193,842 67,013 CHF 24,276 CHF 96.35% 96.35%
14/11/2024 10.43% 0.10 CHF 0.11 CHF 600,000 200,000 699,907 233,302 63,644 CHF 23,548 CHF 99.39% 99.39%
13/11/2024 11.51% 0.09 CHF 0.10 CHF 600,000 200,000 710,695 236,898 58,108 CHF 21,738 CHF 98.73% 98.73%
12/11/2024 13.18% 0.08 CHF 0.09 CHF 750,000 250,000 750,000 250,000 53,249 CHF 20,250 CHF 99.39% 99.39%
11/11/2024 14.87% 0.07 CHF 0.08 CHF 750,000 250,000 843,150 281,050 52,460 CHF 20,297 CHF 99.38% 99.38%
08/11/2024 13.45% 0.07 CHF 0.08 CHF 900,000 300,000 768,632 256,211 53,272 CHF 20,320 CHF 99.34% 99.34%
07/11/2024 12.33% 0.07 CHF 0.08 CHF 750,000 250,000 751,906 250,635 57,436 CHF 21,652 CHF 98.66% 98.66%

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