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 66.88% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 9,968 CHF 4,992 CHF 99.80% 99.80%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.71% 99.71%
18/11/2024 88.25% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 6,763 CHF 4,191 CHF 99.72% 99.72%
15/11/2024 92.16% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 6,176 CHF 4,044 CHF 99.80% 99.80%
14/11/2024 66.94% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 9,958 CHF 4,990 CHF 99.80% 99.80%
13/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.80% 99.80%
12/11/2024 61.63% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 11,512 CHF 5,378 CHF 99.50% 99.50%
11/11/2024 60.10% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 11,969 CHF 5,492 CHF 99.72% 99.72%
08/11/2024 43.90% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 18,052 CHF 7,013 CHF 99.81% 99.81%
07/11/2024 43.79% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,783 250,000 18,012 CHF 7,026 CHF 95.69% 95.69%

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