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 22.22% 0.04 CHF 0.05 CHF 250,000 150,000 250,000 150,000 10,000 CHF 7,500 CHF 99.38% 99.38%
19/11/2024 21.59% 0.04 CHF 0.05 CHF 250,000 150,000 250,000 144,321 10,390 CHF 7,394 CHF 99.38% 99.38%
18/11/2024 18.18% 0.05 CHF 0.06 CHF 250,000 100,000 250,000 100,000 12,500 CHF 6,000 CHF 99.38% 99.38%
15/11/2024 14.70% 0.05 CHF 0.06 CHF 250,000 100,000 250,000 100,000 15,857 CHF 7,343 CHF 99.36% 99.36%
14/11/2024 14.40% 0.07 CHF 0.08 CHF 250,000 100,000 250,000 100,000 16,199 CHF 7,480 CHF 99.38% 99.38%
13/11/2024 15.57% 0.06 CHF 0.07 CHF 250,000 100,000 250,000 100,000 14,837 CHF 6,935 CHF 99.38% 99.38%
12/11/2024 15.57% 0.06 CHF 0.07 CHF 250,000 100,000 250,000 100,000 14,847 CHF 6,939 CHF 99.15% 99.15%
11/11/2024 13.29% 0.07 CHF 0.08 CHF 250,000 100,000 250,000 99,887 17,573 CHF 8,019 CHF 99.38% 99.38%
08/11/2024 13.47% 0.07 CHF 0.08 CHF 250,000 100,000 250,000 100,000 17,338 CHF 7,935 CHF 99.37% 99.37%
07/11/2024 11.90% 0.08 CHF 0.09 CHF 250,000 75,000 250,000 77,457 19,784 CHF 6,885 CHF 96.22% 96.22%

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