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 11.96% 0.09 CHF 0.10 CHF 600,000 300,000 639,443 331,427 50,307 CHF 29,368 CHF 100.00% 100.00%
19/11/2024 9.83% 0.09 CHF 0.10 CHF 500,000 500,000 521,086 451,169 50,445 CHF 48,909 CHF 99.91% 99.91%
18/11/2024 12.44% 0.08 CHF 0.09 CHF 675,000 350,000 670,070 347,535 50,503 CHF 29,671 CHF 99.88% 99.88%
15/11/2024 12.82% 0.08 CHF 0.09 CHF 625,000 325,000 692,470 358,663 50,541 CHF 29,767 CHF 100.00% 100.00%
14/11/2024 10.77% 0.08 CHF 0.09 CHF 600,000 300,000 578,222 319,413 50,760 CHF 31,659 CHF 100.00% 100.00%

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