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 25.65% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 34,144 CHF 11,036 CHF 99.80% 99.80%
19/11/2024 30.99% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,744 250,000 27,310 CHF 9,373 CHF 99.70% 99.70%
18/11/2024 26.75% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 32,556 CHF 10,639 CHF 99.70% 99.70%
15/11/2024 19.57% 0.04 CHF 0.05 CHF 1,000,000 250,000 998,867 362,348 46,311 CHF 20,780 CHF 99.80% 99.80%
14/11/2024 16.87% 0.06 CHF 0.07 CHF 850,000 425,000 931,169 471,095 50,553 CHF 30,290 CHF 99.81% 99.81%
13/11/2024 18.10% 0.05 CHF 0.06 CHF 1,000,000 250,000 974,864 429,422 49,127 CHF 26,230 CHF 99.80% 99.80%
12/11/2024 14.22% 0.06 CHF 0.07 CHF 925,000 475,000 770,508 397,631 50,314 CHF 29,954 CHF 99.50% 99.50%
11/11/2024 12.38% 0.08 CHF 0.09 CHF 675,000 350,000 667,998 346,499 50,621 CHF 29,723 CHF 99.71% 99.71%
08/11/2024 13.84% 0.07 CHF 0.08 CHF 725,000 375,000 751,373 387,963 50,536 CHF 29,975 CHF 99.81% 99.81%
07/11/2024 11.22% 0.09 CHF 0.10 CHF 600,000 300,000 601,167 307,964 50,579 CHF 28,991 CHF 95.68% 95.68%

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