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 23.06% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,779 CHF 24,390 CHF 97.09% 97.09%
19/11/2024 22.21% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,019 CHF 25,009 CHF 96.18% 96.18%
18/11/2024 21.36% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 42,131 CHF 26,065 CHF 92.42% 92.42%
15/11/2024 18.28% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,763 CHF 29,881 CHF 93.03% 93.03%
14/11/2024 20.05% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 45,383 CHF 27,692 CHF 98.85% 98.85%
13/11/2024 24.46% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 36,480 CHF 23,240 CHF 94.97% 94.97%
12/11/2024 22.17% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,131 CHF 25,066 CHF 98.90% 98.90%
11/11/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 92.92% 92.92%
08/11/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 97.08% 97.08%
07/11/2024 16.59% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 55,678 CHF 32,839 CHF 98.66% 98.66%

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