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 18.16% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 50,176 CHF 30,088 CHF 99.30% 99.30%
22/11/2024 27.31% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 31,991 CHF 20,995 CHF 99.16% 99.16%
20/11/2024 28.59% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,987 CHF 19,993 CHF 98.46% 98.46%
19/11/2024 28.88% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,732 CHF 19,866 CHF 88.39% 88.39%
18/11/2024 27.06% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,383 CHF 21,192 CHF 97.19% 97.19%
15/11/2024 23.66% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,023 CHF 24,011 CHF 91.07% 91.07%
14/11/2024 19.21% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 47,464 CHF 28,732 CHF 98.97% 98.97%
13/11/2024 22.21% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,020 CHF 25,010 CHF 98.71% 98.71%
12/11/2024 18.39% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,503 CHF 29,752 CHF 99.31% 99.31%
11/11/2024 15.38% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,027 CHF 35,014 CHF 99.32% 99.32%

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