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 34.06% 0.02 CHF 0.03 CHF 1,000,000 250,000 974,776 250,000 23,810 CHF 8,616 CHF 99.82% 99.82%
19/11/2024 26.46% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 33,234 CHF 10,809 CHF 99.85% 99.85%
18/11/2024 30.62% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 28,772 CHF 9,693 CHF 100.00% 100.00%
15/11/2024 30.21% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 28,408 CHF 9,602 CHF 100.00% 100.00%
14/11/2024 24.63% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,896 CHF 11,474 CHF 100.00% 100.00%
13/11/2024 32.36% 0.05 CHF 0.06 CHF 1,000,000 250,000 999,150 250,170 27,827 CHF 9,474 CHF 99.97% 99.97%
12/11/2024 6.86% 0.08 CHF 0.09 CHF 375,000 375,000 358,684 358,681 51,237 CHF 54,823 CHF 100.00% 100.00%
11/11/2024 5.33% 0.18 CHF 0.19 CHF 300,000 300,000 292,597 292,599 53,430 CHF 56,356 CHF 99.78% 99.78%
08/11/2024 6.49% 0.16 CHF 0.17 CHF 325,000 325,000 351,901 351,902 52,473 CHF 55,992 CHF 100.00% 100.00%
07/11/2024 5.94% 0.15 CHF 0.16 CHF 325,000 325,000 316,874 316,873 51,722 CHF 54,890 CHF 99.68% 99.68%

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