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
28/11/2024 29.40% 0.06 CHF 0.08 CHF 925,000 475,000 878,335 443,890 50,985 CHF 34,634 CHF 100.00% 100.00%
27/11/2024 31.85% 0.05 CHF 0.07 CHF 925,000 475,000 955,431 485,144 50,458 CHF 35,338 CHF 100.00% 100.00%
26/11/2024 30.71% 0.06 CHF 0.08 CHF 925,000 475,000 916,543 464,410 50,549 CHF 34,901 CHF 99.87% 99.87%
25/11/2024 28.81% 0.06 CHF 0.08 CHF 850,000 425,000 858,093 430,395 51,002 CHF 34,184 CHF 98.54% 98.54%
22/11/2024 32.92% 0.06 CHF 0.08 CHF 925,000 475,000 988,228 490,685 50,174 CHF 34,740 CHF 100.00% 100.00%
20/11/2024 27.46% 0.06 CHF 0.08 CHF 775,000 400,000 805,552 409,576 50,607 CHF 33,938 CHF 100.00% 100.00%
19/11/2024 26.30% 0.07 CHF 0.09 CHF 775,000 400,000 761,851 393,426 50,314 CHF 33,852 CHF 99.86% 99.86%
18/11/2024 24.98% 0.07 CHF 0.09 CHF 725,000 375,000 724,467 374,733 50,769 CHF 33,755 CHF 99.90% 99.90%
15/11/2024 24.55% 0.07 CHF 0.09 CHF 725,000 375,000 707,007 366,005 50,525 CHF 33,477 CHF 100.00% 100.00%
14/11/2024 23.58% 0.08 CHF 0.10 CHF 675,000 350,000 677,091 351,045 50,648 CHF 33,280 CHF 100.00% 100.00%

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