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 18.07% 0.04 CHF 0.05 CHF 750,000 250,000 750,000 250,000 37,868 CHF 15,123 CHF 99.17% 99.17%
19/11/2024 13.53% 0.06 CHF 0.07 CHF 750,000 250,000 692,328 230,776 48,075 CHF 18,333 CHF 99.17% 99.17%
18/11/2024 19.40% 0.05 CHF 0.06 CHF 750,000 250,000 750,000 250,000 35,443 CHF 14,315 CHF 99.22% 99.22%
15/11/2024 21.62% 0.04 CHF 0.05 CHF 750,000 250,000 750,000 250,000 31,114 CHF 12,871 CHF 99.16% 99.16%
14/11/2024 19.33% 0.05 CHF 0.06 CHF 750,000 250,000 750,000 250,000 35,596 CHF 14,366 CHF 99.15% 99.15%
13/11/2024 10.80% 0.08 CHF 0.09 CHF 600,000 200,000 600,000 200,000 52,761 CHF 19,587 CHF 99.16% 99.16%
12/11/2024 13.48% 0.08 CHF 0.09 CHF 600,000 200,000 726,142 242,047 50,346 CHF 19,202 CHF 99.16% 99.16%
11/11/2024 13.18% 0.07 CHF 0.08 CHF 750,000 250,000 750,000 250,000 53,256 CHF 20,252 CHF 99.17% 99.17%
08/11/2024 10.03% 0.09 CHF 0.10 CHF 600,000 200,000 600,000 200,000 56,972 CHF 20,991 CHF 99.16% 99.16%
07/11/2024 11.07% 0.10 CHF 0.11 CHF 600,000 200,000 631,786 210,595 53,939 CHF 20,086 CHF 98.19% 98.19%

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