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 74.66% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,581 CHF 9,290 CHF 98.65% 98.65%
19/11/2024 92.59% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,865 CHF 7,932 CHF 98.77% 98.77%
18/11/2024 68.23% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,709 CHF 9,854 CHF 99.06% 99.06%
15/11/2024 45.07% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 18,099 CHF 14,049 CHF 97.97% 97.97%
14/11/2024 39.08% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,805 CHF 15,403 CHF 96.43% 96.43%
13/11/2024 42.08% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,219 CHF 14,610 CHF 96.82% 96.82%
12/11/2024 61.90% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 11,788 CHF 10,894 CHF 91.57% 91.57%
11/11/2024 40.96% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 19,641 CHF 14,821 CHF 99.27% 99.27%
08/11/2024 36.75% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,846 CHF 16,423 CHF 92.51% 92.51%
07/11/2024 39.52% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 20,419 CHF 15,210 CHF 98.16% 98.16%

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