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 34.18% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 24,363 CHF 8,591 CHF 99.80% 99.80%
19/11/2024 38.16% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 21,380 CHF 7,845 CHF 99.72% 99.72%
18/11/2024 29.77% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 28,742 CHF 9,685 CHF 99.71% 99.71%
15/11/2024 25.86% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 33,794 CHF 10,949 CHF 99.80% 99.80%
14/11/2024 23.23% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 38,323 CHF 12,081 CHF 99.80% 99.80%
13/11/2024 34.66% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 24,017 CHF 8,504 CHF 99.81% 99.81%
12/11/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 99.50% 99.50%
11/11/2024 45.06% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 17,471 CHF 6,868 CHF 99.71% 99.71%
08/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.81% 99.81%
07/11/2024 53.49% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,838 250,000 13,861 CHF 5,988 CHF 95.69% 95.69%

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