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 25.62% 0.04 CHF 0.05 CHF 60,000 60,000 58,436 58,436 2,394 CHF 3,095 CHF 100.00% 100.00%
19/11/2024 24.94% 0.04 CHF 0.05 CHF 60,000 60,000 58,435 58,435 2,470 CHF 3,171 CHF 100.00% 100.00%
18/11/2024 26.16% 0.04 CHF 0.05 CHF 60,000 60,000 58,438 58,438 2,330 CHF 3,031 CHF 100.00% 100.00%
15/11/2024 30.46% 0.04 CHF 0.05 CHF 60,000 60,000 58,436 58,436 1,971 CHF 2,672 CHF 100.00% 100.00%
14/11/2024 34.85% 0.03 CHF 0.04 CHF 60,000 60,000 58,426 58,426 1,664 CHF 2,365 CHF 99.36% 99.36%
13/11/2024 31.50% 0.03 CHF 0.04 CHF 60,000 60,000 58,437 58,437 1,877 CHF 2,578 CHF 100.00% 100.00%
12/11/2024 30.37% 0.03 CHF 0.04 CHF 60,000 60,000 59,452 59,452 2,002 CHF 2,715 CHF 68.32% 100.00%
11/11/2024 23.79% 0.04 CHF 0.05 CHF 60,000 60,000 58,435 58,435 2,599 CHF 3,300 CHF 99.93% 99.93%
08/11/2024 18.01% 0.05 CHF 0.06 CHF 60,000 60,000 58,437 58,437 3,587 CHF 4,288 CHF 100.00% 100.00%
07/11/2024 10.99% 0.11 CHF 0.12 CHF 60,000 60,000 58,413 58,413 6,056 CHF 6,757 CHF 98.53% 98.53%

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