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 28.79% 0.02 CHF 0.03 CHF 1,000,000 600,000 1,000,000 600,000 30,091 CHF 24,054 CHF 99.17% 99.17%
19/11/2024 27.58% 0.03 CHF 0.04 CHF 1,000,000 600,000 1,000,000 600,000 31,558 CHF 24,935 CHF 99.16% 99.16%
18/11/2024 21.35% 0.04 CHF 0.05 CHF 1,000,000 600,000 1,000,000 600,000 42,154 CHF 31,292 CHF 99.23% 99.23%
15/11/2024 17.19% 0.05 CHF 0.06 CHF 1,000,000 600,000 1,000,000 553,696 53,529 CHF 34,994 CHF 99.17% 99.17%
14/11/2024 16.17% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 529,210 57,186 CHF 35,357 CHF 99.15% 99.15%
13/11/2024 17.11% 0.05 CHF 0.06 CHF 1,000,000 600,000 1,000,000 574,816 53,838 CHF 36,536 CHF 99.16% 99.16%
12/11/2024 14.35% 0.06 CHF 0.07 CHF 1,000,000 600,000 1,000,000 518,617 65,084 CHF 38,840 CHF 99.16% 99.16%
11/11/2024 11.28% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 467,273 84,084 CHF 43,683 CHF 99.16% 99.16%
08/11/2024 11.30% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 460,775 84,138 CHF 43,107 CHF 99.16% 99.16%
07/11/2024 8.65% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 110,911 CHF 48,365 CHF 98.26% 98.26%

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