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 20.74% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,847 260,534 43,190 CHF 14,009 CHF 99.37% 99.37%
19/11/2024 20.10% 0.04 CHF 0.05 CHF 1,000,000 250,000 991,398 329,637 44,665 CHF 18,533 CHF 99.26% 99.26%
18/11/2024 15.69% 0.06 CHF 0.07 CHF 775,000 400,000 861,929 437,720 50,632 CHF 30,084 CHF 99.30% 99.30%
15/11/2024 16.33% 0.05 CHF 0.06 CHF 1,000,000 500,000 897,099 455,367 50,493 CHF 30,181 CHF 99.39% 99.39%
14/11/2024 15.73% 0.06 CHF 0.07 CHF 850,000 425,000 864,956 436,280 50,657 CHF 29,907 CHF 99.34% 99.34%
13/11/2024 16.19% 0.06 CHF 0.07 CHF 1,000,000 500,000 895,667 453,175 50,845 CHF 30,254 CHF 99.35% 99.35%
12/11/2024 15.97% 0.05 CHF 0.06 CHF 1,000,000 500,000 863,345 436,378 49,614 CHF 29,465 CHF 99.08% 99.08%

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