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 18.94% 0.05 CHF 0.06 CHF 190,000 190,000 185,048 185,048 8,852 CHF 10,702 CHF 100.00% 100.00%
19/11/2024 18.89% 0.05 CHF 0.06 CHF 190,000 190,000 185,046 185,046 8,872 CHF 10,722 CHF 100.00% 100.00%
18/11/2024 20.06% 0.05 CHF 0.06 CHF 190,000 190,000 185,053 185,053 8,303 CHF 10,154 CHF 100.00% 100.00%
15/11/2024 20.66% 0.04 CHF 0.05 CHF 190,000 190,000 185,049 185,049 8,068 CHF 9,919 CHF 100.00% 100.00%
14/11/2024 23.41% 0.04 CHF 0.05 CHF 190,000 190,000 190,171 190,171 7,183 CHF 9,085 CHF 99.36% 99.36%
13/11/2024 22.08% 0.04 CHF 0.05 CHF 190,000 190,000 185,936 185,936 7,495 CHF 9,355 CHF 100.00% 100.00%
12/11/2024 21.38% 0.04 CHF 0.05 CHF 190,000 190,000 184,994 184,994 7,733 CHF 9,583 CHF 98.86% 100.00%
11/11/2024 16.47% 0.05 CHF 0.06 CHF 190,000 190,000 175,737 175,737 9,799 CHF 11,557 CHF 99.93% 99.93%
08/11/2024 14.06% 0.06 CHF 0.07 CHF 180,000 180,000 175,311 175,311 11,646 CHF 13,399 CHF 100.00% 100.00%
07/11/2024 10.75% 0.09 CHF 0.10 CHF 170,000 170,000 171,051 171,051 15,084 CHF 16,794 CHF 98.41% 98.41%

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