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 25.69% 0.05 CHF 0.07 CHF 500,000 75,000 499,758 75,000 28,543 CHF 5,526 CHF 96.88% 96.88%
19/11/2024 17.46% 0.06 CHF 0.08 CHF 500,000 75,000 499,989 75,000 33,710 CHF 6,013 CHF 96.71% 96.71%
18/11/2024 19.54% 0.07 CHF 0.09 CHF 500,000 75,000 485,144 63,971 35,601 CHF 5,553 CHF 100.00% 100.00%
15/11/2024 13.44% 0.10 CHF 0.11 CHF 407,912 50,000 360,740 50,000 43,219 CHF 6,863 CHF 83.19% 83.19%
14/11/2024 12.88% 0.13 CHF 0.15 CHF 347,166 50,000 358,239 50,000 44,267 CHF 7,041 CHF 99.27% 99.27%
13/11/2024 11.18% 0.12 CHF 0.14 CHF 356,023 50,000 315,842 49,685 46,673 CHF 8,291 CHF 95.44% 95.44%
12/11/2024 8.09% 0.18 CHF 0.19 CHF 279,708 50,000 273,193 50,000 49,809 CHF 9,900 CHF 61.73% 61.73%
11/11/2024 6.06% 0.20 CHF 0.21 CHF 264,855 50,000 251,673 50,000 50,038 CHF 10,566 CHF 76.48% 76.48%
08/11/2024 6.29% 0.20 CHF 0.22 CHF 250,000 50,000 248,750 50,000 50,050 CHF 10,718 CHF 100.00% 100.00%
07/11/2024 7.83% 0.21 CHF 0.22 CHF 240,000 50,000 240,715 49,800 50,366 CHF 11,276 CHF 94.63% 94.63%

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