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 18.80% 0.04 CHF 0.05 CHF 750,000 250,000 750,000 250,000 36,392 CHF 14,631 CHF 99.38% 99.38%
19/11/2024 18.60% 0.05 CHF 0.06 CHF 750,000 250,000 750,000 250,000 36,725 CHF 14,742 CHF 99.37% 99.37%
18/11/2024 16.78% 0.04 CHF 0.05 CHF 750,000 250,000 750,000 250,000 41,550 CHF 16,350 CHF 99.37% 99.37%
15/11/2024 14.13% 0.06 CHF 0.07 CHF 750,000 250,000 750,000 250,000 49,605 CHF 19,035 CHF 99.34% 99.34%
14/11/2024 11.82% 0.08 CHF 0.09 CHF 750,000 250,000 750,000 250,000 59,747 CHF 22,416 CHF 99.37% 99.37%
13/11/2024 12.84% 0.07 CHF 0.08 CHF 750,000 250,000 750,000 250,000 54,880 CHF 20,793 CHF 99.38% 99.38%
12/11/2024 13.11% 0.07 CHF 0.08 CHF 750,000 250,000 750,000 250,000 53,661 CHF 20,387 CHF 99.15% 99.15%
11/11/2024 12.37% 0.08 CHF 0.09 CHF 750,000 250,000 750,000 250,000 57,103 CHF 21,534 CHF 99.13% 99.13%
08/11/2024 11.90% 0.08 CHF 0.09 CHF 750,000 250,000 750,000 250,000 59,376 CHF 22,292 CHF 99.38% 99.38%
07/11/2024 11.74% 0.08 CHF 0.09 CHF 750,000 250,000 750,000 250,000 60,165 CHF 22,555 CHF 98.56% 98.56%

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