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
25/11/2024 6.36% 0.18 CHF 0.19 CHF 900,000 300,000 997,996 397,996 152,130 CHF 64,616 CHF 99.29% 99.29%
22/11/2024 7.95% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 120,871 CHF 52,348 CHF 99.14% 99.14%
20/11/2024 9.37% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 417,371 101,830 CHF 46,643 CHF 98.63% 98.63%
19/11/2024 8.81% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 402,941 108,620 CHF 47,771 CHF 88.42% 88.42%
18/11/2024 7.59% 0.12 CHF 0.13 CHF 1,000,000 400,000 1,000,000 400,000 126,967 CHF 54,787 CHF 97.19% 97.19%
15/11/2024 7.52% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 401,651 128,984 CHF 55,775 CHF 91.64% 91.64%
14/11/2024 6.47% 0.14 CHF 0.15 CHF 1,000,000 400,000 931,068 331,068 139,171 CHF 52,748 CHF 99.01% 99.01%
13/11/2024 6.60% 0.14 CHF 0.15 CHF 1,000,000 400,000 964,401 364,401 141,352 CHF 56,981 CHF 98.94% 98.94%
12/11/2024 5.97% 0.15 CHF 0.16 CHF 900,000 300,000 900,340 300,340 146,669 CHF 51,925 CHF 99.32% 99.32%
11/11/2024 5.18% 0.18 CHF 0.19 CHF 900,000 300,000 900,000 300,000 169,371 CHF 59,457 CHF 99.32% 99.32%

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