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 40.98% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 19,631 CHF 14,816 CHF 99.37% 99.37%
19/11/2024 64.74% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,723 CHF 10,362 CHF 96.68% 96.68%
18/11/2024 40.23% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,912 CHF 14,956 CHF 97.55% 97.55%
15/11/2024 37.04% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,591 CHF 16,296 CHF 96.58% 96.58%
14/11/2024 29.82% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 427,023 28,910 CHF 16,536 CHF 99.37% 99.37%
13/11/2024 27.79% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 423,230 31,375 CHF 17,462 CHF 98.70% 98.70%
12/11/2024 22.24% 0.04 CHF 0.05 CHF 1,000,000 400,000 1,000,000 400,000 39,967 CHF 19,987 CHF 99.38% 99.38%
11/11/2024 19.09% 0.04 CHF 0.05 CHF 1,000,000 400,000 943,680 343,680 44,930 CHF 19,719 CHF 99.33% 99.33%
08/11/2024 18.14% 0.05 CHF 0.06 CHF 900,000 300,000 952,422 352,422 47,746 CHF 21,187 CHF 99.33% 99.33%
07/11/2024 15.79% 0.05 CHF 0.06 CHF 900,000 300,000 900,000 300,000 52,702 CHF 20,567 CHF 98.66% 98.66%

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