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 30.33% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 21,392 CHF 9,631 CHF 99.37% 99.37%
19/11/2024 29.76% 0.03 CHF 0.04 CHF 750,000 250,000 750,000 250,000 21,718 CHF 9,739 CHF 99.37% 99.37%
18/11/2024 25.90% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 26,179 CHF 11,226 CHF 99.37% 99.37%
15/11/2024 19.28% 0.04 CHF 0.05 CHF 750,000 250,000 750,000 250,000 35,459 CHF 14,320 CHF 99.34% 99.34%
14/11/2024 15.05% 0.06 CHF 0.07 CHF 750,000 250,000 750,000 250,000 46,228 CHF 17,909 CHF 99.37% 99.37%
13/11/2024 15.90% 0.06 CHF 0.07 CHF 750,000 250,000 750,000 250,000 43,607 CHF 17,036 CHF 99.38% 99.38%
12/11/2024 16.04% 0.05 CHF 0.06 CHF 750,000 250,000 750,000 250,000 43,350 CHF 16,950 CHF 99.15% 99.15%
11/11/2024 15.37% 0.06 CHF 0.07 CHF 750,000 250,000 750,000 250,000 45,050 CHF 17,517 CHF 99.13% 99.13%
08/11/2024 14.84% 0.06 CHF 0.07 CHF 750,000 250,000 750,000 250,000 47,007 CHF 18,169 CHF 99.38% 99.38%
07/11/2024 13.78% 0.07 CHF 0.08 CHF 750,000 250,000 750,000 250,000 50,913 CHF 19,471 CHF 98.56% 98.56%

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