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 15.35% 0.06 CHF 0.07 CHF 850,000 425,000 845,789 426,104 50,892 CHF 29,902 CHF 100.00% 100.00%
19/11/2024 16.71% 0.06 CHF 0.07 CHF 925,000 475,000 928,429 473,570 50,950 CHF 30,725 CHF 99.86% 99.86%
18/11/2024 16.00% 0.06 CHF 0.07 CHF 850,000 425,000 885,536 449,474 50,933 CHF 30,336 CHF 99.91% 99.91%
15/11/2024 16.20% 0.06 CHF 0.07 CHF 850,000 425,000 898,140 456,739 50,941 CHF 30,463 CHF 100.00% 100.00%
14/11/2024 18.42% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 464,782 49,349 CHF 27,699 CHF 100.00% 100.00%
13/11/2024 18.09% 0.05 CHF 0.06 CHF 1,000,000 500,000 994,113 495,404 50,005 CHF 29,884 CHF 100.00% 100.00%
12/11/2024 17.50% 0.05 CHF 0.06 CHF 1,000,000 500,000 960,250 486,750 50,088 CHF 30,274 CHF 99.70% 99.70%
11/11/2024 16.08% 0.06 CHF 0.07 CHF 925,000 475,000 890,241 451,686 50,939 CHF 30,351 CHF 99.90% 99.90%
08/11/2024 17.16% 0.05 CHF 0.06 CHF 1,000,000 500,000 908,211 378,770 48,652 CHF 24,817 CHF 100.00% 100.00%
07/11/2024 15.79% 0.06 CHF 0.07 CHF 925,000 475,000 873,020 439,689 50,931 CHF 30,045 CHF 99.91% 99.91%

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