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 14.71% 0.06 CHF 0.07 CHF 925,000 475,000 803,455 412,993 50,592 CHF 30,140 CHF 99.45% 99.45%
19/11/2024 14.85% 0.06 CHF 0.07 CHF 850,000 425,000 802,802 411,584 50,055 CHF 29,794 CHF 97.85% 97.85%
18/11/2024 15.26% 0.07 CHF 0.08 CHF 850,000 425,000 837,657 423,769 50,736 CHF 29,906 CHF 99.24% 99.24%
15/11/2024 16.41% 0.07 CHF 0.08 CHF 775,000 400,000 901,500 461,712 50,480 CHF 30,478 CHF 99.34% 99.34%
14/11/2024 14.37% 0.07 CHF 0.08 CHF 725,000 375,000 782,975 402,098 50,584 CHF 30,004 CHF 99.18% 99.18%
13/11/2024 14.33% 0.07 CHF 0.08 CHF 850,000 425,000 688,534 352,668 44,439 CHF 26,303 CHF 99.45% 99.45%

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