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 29.99% 0.03 CHF 0.04 CHF 175,000 175,000 194,415 194,413 5,511 CHF 7,455 CHF 99.96% 99.96%
19/11/2024 29.81% 0.03 CHF 0.04 CHF 200,000 200,000 189,682 189,683 5,382 CHF 7,279 CHF 99.82% 99.82%
18/11/2024 27.98% 0.04 CHF 0.05 CHF 150,000 150,000 158,082 158,083 4,867 CHF 6,448 CHF 99.88% 99.88%
15/11/2024 25.33% 0.04 CHF 0.05 CHF 150,000 150,000 146,843 146,842 5,071 CHF 6,540 CHF 100.00% 100.00%
14/11/2024 24.18% 0.04 CHF 0.05 CHF 150,000 150,000 134,132 134,131 4,880 CHF 6,221 CHF 99.64% 99.64%
13/11/2024 22.02% 0.04 CHF 0.05 CHF 100,000 100,000 107,013 107,013 4,326 CHF 5,396 CHF 99.93% 99.93%
12/11/2024 22.20% 0.04 CHF 0.05 CHF 100,000 100,000 104,393 104,392 4,180 CHF 5,224 CHF 99.80% 99.80%
11/11/2024 22.44% 0.04 CHF 0.05 CHF 125,000 125,000 124,218 124,218 4,919 CHF 6,161 CHF 99.84% 99.84%
08/11/2024 22.37% 0.04 CHF 0.05 CHF 125,000 125,000 121,461 121,462 4,827 CHF 6,042 CHF 99.83% 99.83%
07/11/2024 20.39% 0.05 CHF 0.06 CHF 100,000 100,000 104,368 104,369 4,588 CHF 5,632 CHF 99.89% 99.89%

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