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 20.00% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 257,027 45,000 CHF 14,137 CHF 99.81% 99.81%
19/11/2024 19.22% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 355,672 47,137 CHF 20,613 CHF 99.72% 99.72%
18/11/2024 20.68% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 43,477 CHF 13,369 CHF 99.70% 99.70%
15/11/2024 21.58% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 41,435 CHF 12,859 CHF 99.80% 99.80%
14/11/2024 20.00% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 256,663 45,000 CHF 14,117 CHF 99.80% 99.80%
13/11/2024 18.35% 0.05 CHF 0.06 CHF 1,000,000 500,000 997,990 483,694 49,432 CHF 28,862 CHF 99.80% 99.80%
12/11/2024 16.98% 0.06 CHF 0.07 CHF 925,000 475,000 936,753 478,917 50,504 CHF 30,617 CHF 99.50% 99.50%
11/11/2024 16.83% 0.06 CHF 0.07 CHF 925,000 475,000 929,493 475,899 50,612 CHF 30,676 CHF 99.70% 99.70%
08/11/2024 15.17% 0.06 CHF 0.07 CHF 850,000 425,000 833,874 419,625 50,798 CHF 29,767 CHF 99.80% 99.80%
07/11/2024 15.03% 0.07 CHF 0.08 CHF 775,000 400,000 820,678 415,428 50,517 CHF 29,737 CHF 95.68% 95.68%

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