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 6.92% 0.13 CHF 0.14 CHF 375,000 375,000 375,693 375,693 52,470 CHF 56,227 CHF 99.49% 99.49%
19/11/2024 6.70% 0.13 CHF 0.14 CHF 375,000 375,000 361,509 361,510 52,186 CHF 55,801 CHF 98.69% 98.69%
18/11/2024 8.59% 0.13 CHF 0.14 CHF 425,000 425,000 457,996 457,995 51,066 CHF 55,646 CHF 99.24% 99.24%
15/11/2024 10.54% 0.10 CHF 0.11 CHF 500,000 500,000 571,544 328,606 51,363 CHF 33,156 CHF 99.34% 99.34%
14/11/2024 11.02% 0.09 CHF 0.10 CHF 575,000 300,000 592,082 314,082 50,809 CHF 30,171 CHF 99.21% 99.21%
13/11/2024 8.50% 0.11 CHF 0.12 CHF 500,000 500,000 392,937 392,936 44,396 CHF 48,325 CHF 98.86% 98.86%

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