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 20.20% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,839 250,000 44,223 CHF 13,636 CHF 99.37% 99.37%
19/11/2024 20.07% 0.04 CHF 0.05 CHF 1,000,000 250,000 981,577 252,452 44,021 CHF 13,851 CHF 99.07% 99.07%
18/11/2024 18.64% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,585 424,772 48,491 CHF 25,191 CHF 99.27% 99.27%
15/11/2024 17.71% 0.06 CHF 0.07 CHF 1,000,000 500,000 968,503 488,293 49,861 CHF 30,028 CHF 99.37% 99.37%
14/11/2024 13.97% 0.06 CHF 0.07 CHF 850,000 425,000 758,756 389,797 50,455 CHF 29,852 CHF 99.34% 99.34%
13/11/2024 12.46% 0.08 CHF 0.09 CHF 675,000 350,000 668,627 347,671 50,304 CHF 29,634 CHF 99.37% 99.37%
12/11/2024 11.74% 0.08 CHF 0.09 CHF 675,000 350,000 616,457 320,369 49,311 CHF 28,829 CHF 99.07% 99.07%

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