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 12.90% 0.09 CHF 0.10 CHF 750,000 250,000 889,151 296,384 64,640 CHF 24,510 CHF 99.38% 99.38%
19/11/2024 10.47% 0.09 CHF 0.10 CHF 750,000 250,000 750,000 250,000 67,971 CHF 25,157 CHF 96.68% 96.68%
18/11/2024 9.43% 0.09 CHF 0.10 CHF 750,000 250,000 750,000 250,000 75,860 CHF 27,787 CHF 97.55% 97.55%
15/11/2024 11.25% 0.11 CHF 0.12 CHF 750,000 250,000 872,463 290,821 73,457 CHF 27,394 CHF 96.50% 96.50%
14/11/2024 14.61% 0.07 CHF 0.08 CHF 900,000 300,000 980,055 380,055 62,544 CHF 27,908 CHF 99.41% 99.41%
13/11/2024 14.84% 0.07 CHF 0.08 CHF 1,000,000 400,000 991,710 391,710 62,080 CHF 28,397 CHF 98.73% 98.73%
12/11/2024 16.53% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 400,000 55,898 CHF 26,359 CHF 99.39% 99.39%
11/11/2024 17.95% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 400,000 50,843 CHF 24,337 CHF 99.31% 99.31%
08/11/2024 15.84% 0.05 CHF 0.06 CHF 1,000,000 400,000 1,000,000 400,000 58,357 CHF 27,343 CHF 99.39% 99.39%
07/11/2024 15.21% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 400,000 60,836 CHF 28,335 CHF 98.62% 98.62%

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