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 14.46% 0.07 CHF 0.08 CHF 50,000 50,000 50,000 50,000 3,221 CHF 3,721 CHF 99.96% 99.96%
19/11/2024 14.18% 0.06 CHF 0.07 CHF 50,000 50,000 50,000 50,000 3,286 CHF 3,786 CHF 99.85% 99.85%
18/11/2024 13.04% 0.07 CHF 0.08 CHF 50,000 50,000 50,000 50,000 3,596 CHF 4,096 CHF 99.88% 99.88%
15/11/2024 13.27% 0.07 CHF 0.08 CHF 50,000 50,000 50,000 50,000 3,522 CHF 4,022 CHF 100.00% 100.00%
14/11/2024 12.30% 0.08 CHF 0.09 CHF 50,000 50,000 50,000 50,000 3,835 CHF 4,335 CHF 99.65% 99.65%
13/11/2024 9.93% 0.09 CHF 0.10 CHF 25,000 25,000 38,595 38,596 3,677 CHF 4,063 CHF 99.93% 99.93%
12/11/2024 10.28% 0.10 CHF 0.11 CHF 50,000 50,000 49,739 49,740 4,597 CHF 5,095 CHF 99.76% 99.76%
11/11/2024 11.87% 0.08 CHF 0.09 CHF 50,000 50,000 50,000 50,000 3,967 CHF 4,467 CHF 99.82% 99.82%
08/11/2024 11.26% 0.08 CHF 0.09 CHF 50,000 50,000 50,000 50,000 4,208 CHF 4,708 CHF 99.81% 99.81%
07/11/2024 9.57% 0.10 CHF 0.11 CHF 50,000 50,000 49,704 49,704 4,946 CHF 5,443 CHF 99.91% 99.91%

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