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 13.31% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 491,722 71,234 CHF 39,774 CHF 98.12% 98.12%
19/11/2024 11.43% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 465,208 85,198 CHF 43,722 CHF 96.41% 96.41%
18/11/2024 14.14% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 66,131 CHF 38,066 CHF 96.67% 96.67%
15/11/2024 16.10% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 57,561 CHF 33,781 CHF 95.98% 95.98%
14/11/2024 15.81% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 58,698 CHF 34,349 CHF 98.73% 98.73%
13/11/2024 10.43% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 446,086 91,700 CHF 45,029 CHF 98.95% 98.95%
12/11/2024 14.43% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 498,872 65,091 CHF 37,433 CHF 98.57% 98.57%
11/11/2024 18.16% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,094 CHF 30,047 CHF 97.86% 97.86%
08/11/2024 13.98% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 67,039 CHF 38,520 CHF 98.78% 98.78%
07/11/2024 13.56% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 69,478 CHF 39,739 CHF 98.29% 98.29%

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