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
13/11/2024 6.66% 0.15 CHF 0.16 CHF 300,000 300,000 358,469 358,469 52,017 CHF 55,602 CHF 99.39% 99.39%
12/11/2024 8.22% 0.13 CHF 0.14 CHF 400,000 400,000 442,521 442,520 51,652 CHF 56,077 CHF 99.05% 99.05%
11/11/2024 8.34% 0.12 CHF 0.13 CHF 475,000 475,000 451,132 451,133 51,853 CHF 56,364 CHF 99.28% 99.28%
08/11/2024 9.20% 0.10 CHF 0.11 CHF 500,000 500,000 491,461 475,619 51,011 CHF 54,300 CHF 99.39% 99.39%
07/11/2024 13.42% 0.08 CHF 0.09 CHF 675,000 350,000 725,977 376,211 50,528 CHF 29,991 CHF 99.25% 99.25%
06/11/2024 6.96% 0.15 CHF 0.16 CHF 350,000 350,000 375,460 375,460 52,139 CHF 55,893 CHF 99.37% 99.37%
05/11/2024 6.13% 0.15 CHF 0.16 CHF 350,000 350,000 329,378 329,377 52,126 CHF 55,420 CHF 99.38% 99.38%
04/11/2024 5.79% 0.17 CHF 0.18 CHF 325,000 325,000 306,657 306,657 51,480 CHF 54,546 CHF 97.51% 97.51%

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