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 10.85% 0.09 CHF 0.10 CHF 300,000 100,000 300,000 100,000 26,201 CHF 9,734 CHF 99.37% 99.37%
19/11/2024 9.37% 0.10 CHF 0.11 CHF 300,000 100,000 300,000 100,000 30,643 CHF 11,214 CHF 99.37% 99.37%
18/11/2024 11.59% 0.09 CHF 0.10 CHF 300,000 100,000 300,000 100,000 24,493 CHF 9,164 CHF 99.22% 99.22%
15/11/2024 13.77% 0.07 CHF 0.08 CHF 300,000 100,000 300,000 100,000 20,317 CHF 7,772 CHF 99.37% 99.37%
14/11/2024 14.94% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 18,593 CHF 7,198 CHF 99.37% 99.37%
13/11/2024 12.05% 0.07 CHF 0.08 CHF 300,000 100,000 300,000 100,000 23,476 CHF 8,825 CHF 99.37% 99.37%
12/11/2024 12.86% 0.08 CHF 0.09 CHF 300,000 100,000 300,000 100,000 21,866 CHF 8,289 CHF 99.37% 99.37%
11/11/2024 14.52% 0.07 CHF 0.08 CHF 300,000 100,000 300,000 100,000 19,185 CHF 7,395 CHF 99.37% 99.37%
08/11/2024 12.27% 0.07 CHF 0.08 CHF 300,000 100,000 364,760 100,000 27,709 CHF 8,660 CHF 99.38% 99.38%
07/11/2024 13.40% 0.07 CHF 0.08 CHF 1,500,000 100,000 1,500,000 100,000 104,567 CHF 7,971 CHF 99.29% 99.29%

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