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 34.33% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 24,965 CHF 17,482 CHF 99.20% 99.20%
22/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.16% 99.16%
20/11/2024 64.55% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,795 CHF 10,397 CHF 98.63% 98.63%
19/11/2024 65.21% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,545 CHF 10,273 CHF 88.40% 88.40%
18/11/2024 40.58% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,782 CHF 14,891 CHF 97.15% 97.15%
15/11/2024 42.80% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,949 CHF 14,475 CHF 91.57% 91.57%
14/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.99% 98.99%
13/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.69% 98.69%
12/11/2024 32.93% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 26,185 CHF 18,093 CHF 99.33% 99.33%
11/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.33% 99.33%

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