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
13/11/2024 16.00% 0.06 CHF 0.07 CHF 925,000 475,000 885,036 449,281 50,922 CHF 30,334 CHF 99.37% 99.37%
12/11/2024 15.06% 0.06 CHF 0.07 CHF 850,000 425,000 817,722 416,523 50,250 CHF 29,763 CHF 99.07% 99.07%
11/11/2024 14.87% 0.06 CHF 0.07 CHF 775,000 400,000 811,241 412,296 50,496 CHF 29,798 CHF 99.25% 99.25%
08/11/2024 13.53% 0.07 CHF 0.08 CHF 725,000 375,000 726,734 378,105 50,107 CHF 29,862 CHF 99.39% 99.39%
07/11/2024 8.52% 0.10 CHF 0.11 CHF 500,000 500,000 457,426 446,571 51,370 CHF 54,868 CHF 99.27% 99.27%
06/11/2024 9.62% 0.09 CHF 0.10 CHF 500,000 500,000 512,432 449,042 50,741 CHF 49,415 CHF 99.38% 99.38%
05/11/2024 10.54% 0.09 CHF 0.10 CHF 575,000 300,000 574,836 304,190 51,668 CHF 30,423 CHF 99.39% 99.39%
04/11/2024 10.79% 0.09 CHF 0.10 CHF 575,000 300,000 580,886 299,367 50,949 CHF 29,259 CHF 97.50% 97.50%
01/11/2024 10.63% 0.09 CHF 0.10 CHF 575,000 300,000 570,830 322,141 50,891 CHF 32,184 CHF 97.68% 97.68%
31/10/2024 10.72% 0.09 CHF 0.10 CHF 575,000 300,000 583,023 300,606 51,476 CHF 29,557 CHF 99.38% 99.38%

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