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 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 98.19% 98.19%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 88.53% 88.53%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 94.86% 94.86%
15/11/2024 50.63% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 16,013 CHF 13,006 CHF 96.46% 96.46%
14/11/2024 41.95% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,270 CHF 14,635 CHF 96.18% 96.18%
13/11/2024 40.26% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,902 CHF 14,951 CHF 99.14% 99.14%
12/11/2024 48.34% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,874 CHF 13,437 CHF 99.30% 99.30%
11/11/2024 42.09% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 19,216 CHF 14,608 CHF 99.20% 99.20%
08/11/2024 30.45% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 28,354 CHF 19,177 CHF 99.22% 99.22%
07/11/2024 23.56% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,578 CHF 24,289 CHF 94.23% 94.23%

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