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 12.08% 0.09 CHF 0.10 CHF 500,000 500,000 648,768 352,306 50,456 CHF 31,189 CHF 99.09% 99.09%
19/11/2024 11.90% 0.08 CHF 0.09 CHF 600,000 300,000 636,130 328,123 50,302 CHF 29,219 CHF 99.24% 99.24%
18/11/2024 10.36% 0.09 CHF 0.10 CHF 575,000 300,000 553,591 352,329 50,661 CHF 36,184 CHF 99.19% 99.19%
15/11/2024 9.49% 0.09 CHF 0.10 CHF 500,000 500,000 500,964 492,621 50,382 CHF 54,391 CHF 99.35% 99.35%
14/11/2024 10.53% 0.09 CHF 0.10 CHF 600,000 300,000 573,388 309,611 51,592 CHF 30,987 CHF 99.17% 99.17%
13/11/2024 10.21% 0.09 CHF 0.10 CHF 500,000 500,000 485,392 346,602 45,256 CHF 36,291 CHF 99.01% 99.01%
12/11/2024 10.17% 0.09 CHF 0.10 CHF 288,000 150,000 271,720 186,108 25,345 CHF 19,450 CHF 90.65% 90.65%

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