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 36.42% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 23,134 CHF 16,567 CHF 99.35% 99.35%
19/11/2024 31.53% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 27,413 CHF 18,707 CHF 96.68% 96.68%
18/11/2024 36.67% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 22,910 CHF 16,455 CHF 97.34% 97.34%
15/11/2024 18.70% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 49,083 CHF 29,541 CHF 96.50% 96.50%
14/11/2024 12.23% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 77,397 CHF 43,699 CHF 99.33% 99.33%
13/11/2024 23.73% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 37,632 CHF 23,816 CHF 98.83% 98.83%
12/11/2024 21.85% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 41,002 CHF 25,501 CHF 99.39% 99.39%
11/11/2024 23.14% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,547 CHF 24,274 CHF 99.37% 99.37%
08/11/2024 26.46% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 33,707 CHF 21,853 CHF 99.36% 99.36%
07/11/2024 23.12% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,594 CHF 24,297 CHF 98.65% 98.65%

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