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 12.22% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 454,511 77,199 CHF 39,460 CHF 99.18% 99.18%
19/11/2024 11.70% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 441,550 80,691 CHF 39,944 CHF 96.65% 96.65%
18/11/2024 12.66% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 483,445 74,583 CHF 40,703 CHF 97.35% 97.35%
15/11/2024 7.33% 0.11 CHF 0.12 CHF 1,000,000 400,000 959,503 359,503 126,801 CHF 50,814 CHF 96.36% 96.36%
14/11/2024 5.48% 0.19 CHF 0.20 CHF 900,000 300,000 892,461 298,283 159,059 CHF 56,117 CHF 99.33% 99.33%
13/11/2024 9.70% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 401,594 98,237 CHF 43,454 CHF 99.00% 99.00%
12/11/2024 8.50% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 113,014 CHF 49,206 CHF 99.38% 99.38%
11/11/2024 9.19% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,555 104,179 CHF 45,727 CHF 99.36% 99.36%
08/11/2024 10.16% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 466,021 94,271 CHF 48,246 CHF 99.37% 99.37%
07/11/2024 9.82% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 468,589 97,176 CHF 50,031 CHF 98.64% 98.64%

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