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 6.08% 0.15 CHF 0.16 CHF 1,000,000 400,000 998,053 398,053 159,344 CHF 67,519 CHF 98.14% 98.14%
19/11/2024 5.77% 0.17 CHF 0.18 CHF 1,000,000 400,000 985,062 385,062 165,849 CHF 68,619 CHF 97.32% 97.32%
18/11/2024 6.18% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 157,063 CHF 66,825 CHF 97.82% 97.82%
15/11/2024 5.70% 0.16 CHF 0.17 CHF 1,000,000 400,000 948,283 348,283 161,762 CHF 62,655 CHF 98.24% 98.24%
14/11/2024 5.68% 0.18 CHF 0.19 CHF 900,000 300,000 970,832 370,832 166,207 CHF 67,027 CHF 96.28% 96.28%
13/11/2024 5.08% 0.19 CHF 0.20 CHF 900,000 300,000 900,000 300,000 172,820 CHF 60,607 CHF 98.46% 98.46%
12/11/2024 4.85% 0.19 CHF 0.20 CHF 900,000 300,000 900,000 300,000 181,374 CHF 63,458 CHF 93.87% 93.87%
11/11/2024 4.35% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 202,575 CHF 70,525 CHF 94.14% 94.14%
08/11/2024 4.63% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 190,156 CHF 66,385 CHF 97.32% 97.32%
07/11/2024 4.30% 0.22 CHF 0.23 CHF 900,000 300,000 831,592 277,197 189,040 CHF 65,785 CHF 96.97% 96.97%

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