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
25/11/2024 15.06% 0.09 CHF 0.10 CHF 750,000 250,000 891,200 299,562 55,039 CHF 21,467 CHF 99.29% 99.29%
22/11/2024 27.95% 0.04 CHF 0.05 CHF 1,000,000 400,000 1,000,000 493,892 30,983 CHF 20,186 CHF 99.19% 99.19%
20/11/2024 38.28% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 21,504 CHF 15,752 CHF 98.92% 98.92%
19/11/2024 32.60% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 26,476 CHF 18,238 CHF 88.64% 88.64%
18/11/2024 21.17% 0.04 CHF 0.05 CHF 1,000,000 400,000 1,000,000 401,354 42,670 CHF 21,125 CHF 97.15% 97.15%
15/11/2024 17.62% 0.03 CHF 0.04 CHF 1,000,000 500,000 910,272 328,896 50,321 CHF 20,782 CHF 91.30% 91.30%
14/11/2024 11.94% 0.07 CHF 0.08 CHF 750,000 250,000 750,000 250,000 59,219 CHF 22,240 CHF 99.04% 99.04%
13/11/2024 12.45% 0.07 CHF 0.08 CHF 750,000 250,000 764,240 254,747 57,786 CHF 21,810 CHF 98.73% 98.73%
12/11/2024 9.10% 0.09 CHF 0.10 CHF 750,000 250,000 629,884 209,961 66,081 CHF 24,127 CHF 99.33% 99.33%
11/11/2024 6.71% 0.14 CHF 0.15 CHF 600,000 200,000 600,000 200,000 86,543 CHF 30,848 CHF 99.34% 99.34%

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