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 35.62% 0.02 CHF 0.03 CHF 1,500,000 300,000 1,500,000 300,000 35,749 CHF 10,150 CHF 99.38% 99.38%
19/11/2024 63.29% 0.02 CHF 0.03 CHF 1,500,000 300,000 1,500,000 300,000 16,901 CHF 6,380 CHF 99.38% 99.38%
18/11/2024 34.68% 0.02 CHF 0.03 CHF 1,500,000 300,000 1,500,000 300,000 36,981 CHF 10,396 CHF 99.26% 99.26%
15/11/2024 28.57% 0.03 CHF 0.04 CHF 1,500,000 300,000 1,500,000 300,000 45,000 CHF 12,000 CHF 99.38% 99.38%
14/11/2024 28.57% 0.03 CHF 0.04 CHF 1,500,000 300,000 1,500,000 300,000 45,000 CHF 12,000 CHF 99.37% 99.37%
13/11/2024 29.08% 0.03 CHF 0.04 CHF 1,500,000 300,000 1,500,000 300,000 44,334 CHF 11,867 CHF 99.37% 99.37%
12/11/2024 24.70% 0.03 CHF 0.04 CHF 1,500,000 300,000 1,500,000 300,000 54,150 CHF 13,830 CHF 99.38% 99.38%
11/11/2024 18.12% 0.05 CHF 0.06 CHF 1,500,000 300,000 1,500,000 300,000 75,311 CHF 18,062 CHF 99.37% 99.37%
08/11/2024 18.18% 0.05 CHF 0.06 CHF 1,500,000 300,000 1,500,000 300,000 75,000 CHF 18,000 CHF 99.38% 99.38%
07/11/2024 14.41% 0.06 CHF 0.07 CHF 1,500,000 300,000 1,500,000 300,000 97,115 CHF 22,423 CHF 98.37% 98.37%

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