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 29.36% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,309 CHF 9,827 CHF 97.92% 97.92%
19/11/2024 33.90% 0.03 CHF 0.04 CHF 1,000,000 250,000 989,994 250,000 24,487 CHF 8,708 CHF 99.12% 99.12%
18/11/2024 25.43% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 34,578 CHF 11,144 CHF 99.94% 99.94%
15/11/2024 18.51% 0.05 CHF 0.06 CHF 1,000,000 250,000 975,568 405,406 48,053 CHF 24,401 CHF 97.76% 97.76%
14/11/2024 18.62% 0.06 CHF 0.07 CHF 850,000 425,000 948,419 367,712 46,951 CHF 22,669 CHF 100.00% 100.00%
13/11/2024 29.59% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,257 CHF 9,814 CHF 100.00% 100.00%
12/11/2024 18.85% 0.03 CHF 0.04 CHF 1,000,000 250,000 968,760 433,499 47,237 CHF 26,023 CHF 99.99% 99.99%
11/11/2024 12.31% 0.08 CHF 0.09 CHF 625,000 325,000 665,242 344,601 50,687 CHF 29,700 CHF 100.00% 100.00%
08/11/2024 15.69% 0.05 CHF 0.06 CHF 925,000 475,000 853,334 434,925 50,014 CHF 29,856 CHF 98.38% 98.38%
07/11/2024 12.77% 0.08 CHF 0.09 CHF 600,000 300,000 687,567 355,435 50,475 CHF 29,619 CHF 94.34% 94.34%

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