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 44.14% 0.02 CHF 0.04 CHF 500,000 75,000 500,000 75,000 13,053 CHF 3,022 CHF 96.88% 96.88%
19/11/2024 28.57% 0.03 CHF 0.04 CHF 500,000 75,000 500,000 75,000 15,000 CHF 3,000 CHF 82.18% 82.18%
18/11/2024 44.37% 0.03 CHF 0.05 CHF 500,000 75,000 500,000 63,971 15,598 CHF 3,044 CHF 100.00% 100.00%
15/11/2024 17.94% 0.04 CHF 0.06 CHF 500,000 50,000 500,000 50,000 28,867 CHF 3,449 CHF 83.19% 83.19%
14/11/2024 23.84% 0.06 CHF 0.08 CHF 500,000 50,000 500,000 50,000 28,611 CHF 3,632 CHF 99.27% 99.27%
13/11/2024 20.12% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 49,685 34,949 CHF 4,253 CHF 95.44% 95.44%
12/11/2024 20.22% 0.08 CHF 0.10 CHF 500,000 50,000 500,000 50,000 41,507 CHF 5,080 CHF 87.29% 87.29%
11/11/2024 19.25% 0.10 CHF 0.11 CHF 492,931 50,000 498,978 50,000 45,264 CHF 5,500 CHF 99.46% 99.46%
08/11/2024 17.83% 0.10 CHF 0.11 CHF 489,118 50,000 499,227 50,000 46,037 CHF 5,509 CHF 100.00% 100.00%
07/11/2024 16.81% 0.10 CHF 0.11 CHF 500,000 50,000 492,126 48,746 48,634 CHF 5,701 CHF 99.05% 99.05%

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