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 38.71% 0.03 CHF 0.04 CHF 250,000 250,000 949,703 250,000 19,722 CHF 7,745 CHF 97.86% 97.86%
19/11/2024 30.94% 0.03 CHF 0.04 CHF 1,000,000 250,000 989,104 250,000 27,560 CHF 9,445 CHF 99.29% 99.29%
18/11/2024 36.21% 0.02 CHF 0.03 CHF 1,000,000 250,000 997,031 250,000 22,771 CHF 8,211 CHF 98.77% 98.77%
15/11/2024 39.19% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 20,605 CHF 7,651 CHF 100.00% 100.00%
14/11/2024 45.02% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,011 250,000 17,402 CHF 6,875 CHF 98.26% 98.26%
13/11/2024 39.40% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,454 CHF 7,613 CHF 99.60% 99.60%
12/11/2024 48.85% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,574 CHF 6,393 CHF 100.00% 100.00%
11/11/2024 57.29% 0.02 CHF 0.03 CHF 1,000,000 250,000 983,978 250,000 12,572 CHF 5,703 CHF 100.00% 100.00%
08/11/2024 43.28% 0.02 CHF 0.03 CHF 250,000 250,000 973,584 250,000 17,835 CHF 7,090 CHF 84.82% 84.82%
07/11/2024 46.78% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 16,611 CHF 6,653 CHF 100.00% 100.00%

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