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 67.63% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,522 CHF 96.88% 96.88%
19/11/2024 75.44% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,697 CHF 96.71% 96.71%
18/11/2024 96.44% 0.01 CHF 0.03 CHF 500,000 75,000 500,000 63,971 5,025 CHF 1,802 CHF 100.00% 100.00%
15/11/2024 34.02% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 14,225 CHF 1,991 CHF 83.19% 83.19%
14/11/2024 39.15% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 13,611 CHF 2,000 CHF 99.27% 99.27%
13/11/2024 40.05% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 49,685 16,761 CHF 2,492 CHF 95.44% 95.44%
12/11/2024 36.19% 0.04 CHF 0.06 CHF 500,000 50,000 500,000 50,000 20,877 CHF 3,001 CHF 87.29% 87.29%
11/11/2024 23.16% 0.05 CHF 0.07 CHF 500,000 50,000 500,000 50,000 25,000 CHF 3,164 CHF 99.46% 99.46%
08/11/2024 28.77% 0.05 CHF 0.07 CHF 500,000 50,000 500,000 50,000 25,000 CHF 3,349 CHF 100.00% 100.00%
07/11/2024 33.72% 0.05 CHF 0.07 CHF 500,000 50,000 500,000 48,746 24,971 CHF 3,411 CHF 99.05% 99.05%

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