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 10.47% 0.09 CHF 0.10 CHF 50,000 50,000 50,000 50,000 4,556 CHF 5,056 CHF 99.96% 99.96%
19/11/2024 9.36% 0.10 CHF 0.11 CHF 50,000 50,000 50,000 50,000 5,122 CHF 5,622 CHF 99.82% 99.82%
18/11/2024 9.27% 0.11 CHF 0.12 CHF 50,000 50,000 50,000 50,000 5,152 CHF 5,652 CHF 99.88% 99.88%
15/11/2024 9.08% 0.11 CHF 0.12 CHF 50,000 50,000 50,000 50,000 5,267 CHF 5,767 CHF 100.00% 100.00%
14/11/2024 9.99% 0.10 CHF 0.11 CHF 50,000 50,000 50,000 50,000 4,774 CHF 5,274 CHF 99.65% 99.65%
13/11/2024 11.46% 0.09 CHF 0.10 CHF 50,000 50,000 50,000 50,000 4,120 CHF 4,620 CHF 99.93% 99.93%
12/11/2024 10.88% 0.08 CHF 0.09 CHF 50,000 50,000 50,000 50,000 4,360 CHF 4,860 CHF 99.80% 99.80%
11/11/2024 8.69% 0.11 CHF 0.12 CHF 50,000 50,000 50,000 50,000 5,505 CHF 6,005 CHF 99.77% 99.77%
08/11/2024 8.63% 0.11 CHF 0.12 CHF 50,000 50,000 50,000 50,000 5,563 CHF 6,063 CHF 99.83% 99.83%
07/11/2024 9.96% 0.09 CHF 0.10 CHF 50,000 50,000 50,000 50,000 4,782 CHF 5,282 CHF 99.91% 99.91%

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