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 66.27% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,660 CHF 10,330 CHF 97.90% 97.90%
19/11/2024 48.94% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,677 CHF 12,838 CHF 97.38% 97.38%
18/11/2024 64.93% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,650 CHF 10,325 CHF 42.80% 97.83%
15/11/2024 42.07% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 19,565 CHF 14,783 CHF 98.08% 98.08%
14/11/2024 37.20% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,454 CHF 16,227 CHF 96.57% 96.57%
13/11/2024 24.22% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 36,851 CHF 23,426 CHF 98.65% 98.65%
12/11/2024 19.76% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 499,996 46,095 CHF 28,047 CHF 93.14% 93.14%
11/11/2024 15.39% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 400,000 59,998 CHF 27,999 CHF 93.97% 93.97%
08/11/2024 17.81% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 453,304 51,312 CHF 27,723 CHF 97.18% 97.18%
07/11/2024 14.51% 0.06 CHF 0.07 CHF 1,000,000 400,000 994,242 394,242 63,965 CHF 29,252 CHF 97.05% 97.05%

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