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 18.16% 0.05 CHF 0.06 CHF 500,000 25,000 500,000 25,000 25,035 CHF 1,502 CHF 96.64% 96.64%
19/11/2024 17.82% 0.05 CHF 0.06 CHF 500,000 25,000 500,000 25,000 25,639 CHF 1,532 CHF 99.68% 99.68%
18/11/2024 15.84% 0.06 CHF 0.07 CHF 500,000 25,000 500,000 23,897 30,000 CHF 1,680 CHF 100.00% 100.00%
15/11/2024 13.17% 0.07 CHF 0.08 CHF 454,677 25,000 456,390 25,000 32,424 CHF 2,026 CHF 100.00% 100.00%
14/11/2024 12.02% 0.08 CHF 0.09 CHF 458,287 25,000 457,717 25,000 35,868 CHF 2,209 CHF 93.90% 93.90%
13/11/2024 12.20% 0.07 CHF 0.08 CHF 453,004 25,000 457,653 24,963 35,364 CHF 2,177 CHF 96.70% 96.70%
12/11/2024 10.73% 0.08 CHF 0.09 CHF 413,741 25,000 394,192 25,000 34,898 CHF 2,470 CHF 99.63% 99.63%
11/11/2024 8.57% 0.11 CHF 0.12 CHF 322,338 25,000 334,201 25,000 37,449 CHF 3,055 CHF 100.00% 100.00%
08/11/2024 10.12% 0.10 CHF 0.11 CHF 384,266 25,000 378,625 25,000 35,612 CHF 2,601 CHF 100.00% 100.00%
07/11/2024 9.46% 0.10 CHF 0.11 CHF 349,461 25,000 356,381 24,892 36,422 CHF 2,797 CHF 95.98% 95.98%

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