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 92.63% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,860 CHF 7,930 CHF 99.35% 99.35%
19/11/2024 87.23% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,522 CHF 8,261 CHF 96.66% 96.66%
18/11/2024 94.99% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,631 CHF 7,816 CHF 97.33% 97.33%
15/11/2024 51.90% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 14,558 CHF 12,279 CHF 96.49% 96.49%
14/11/2024 30.51% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 27,921 CHF 18,960 CHF 99.32% 99.32%
13/11/2024 64.72% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,476 CHF 10,238 CHF 98.83% 98.83%
12/11/2024 58.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,155 CHF 11,078 CHF 99.38% 99.38%
11/11/2024 66.63% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,060 CHF 10,030 CHF 99.37% 99.37%
08/11/2024 67.02% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,202 CHF 10,101 CHF 99.36% 99.36%
07/11/2024 61.28% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,382 CHF 10,691 CHF 98.63% 98.63%

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