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 6.87% 0.14 CHF 0.15 CHF 375,000 375,000 372,932 372,932 52,420 CHF 56,149 CHF 99.39% 99.39%
19/11/2024 6.81% 0.15 CHF 0.16 CHF 350,000 350,000 369,811 369,811 52,445 CHF 56,143 CHF 95.77% 95.77%
18/11/2024 7.54% 0.14 CHF 0.15 CHF 400,000 400,000 404,699 404,699 51,707 CHF 55,754 CHF 99.26% 99.26%
15/11/2024 8.09% 0.12 CHF 0.13 CHF 400,000 400,000 430,160 430,160 51,047 CHF 55,349 CHF 99.38% 99.38%
14/11/2024 10.90% 0.11 CHF 0.12 CHF 475,000 475,000 583,393 372,983 50,627 CHF 37,728 CHF 99.35% 99.35%
13/11/2024 12.36% 0.08 CHF 0.09 CHF 675,000 350,000 662,631 344,672 50,270 CHF 29,600 CHF 99.37% 99.37%
12/11/2024 14.16% 0.08 CHF 0.09 CHF 675,000 350,000 750,605 387,572 49,428 CHF 29,406 CHF 99.08% 99.08%

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