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 21.98% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 40,844 CHF 25,422 CHF 99.13% 99.13%
19/11/2024 23.89% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 37,366 CHF 23,683 CHF 98.86% 98.86%
18/11/2024 22.06% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,391 CHF 25,196 CHF 98.41% 98.41%
15/11/2024 17.46% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 52,829 CHF 31,415 CHF 97.86% 97.86%
14/11/2024 15.38% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,000 CHF 35,000 CHF 96.11% 96.11%
13/11/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 97.57% 97.57%
12/11/2024 19.91% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 45,729 CHF 27,864 CHF 97.62% 97.62%
11/11/2024 18.16% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,079 CHF 30,040 CHF 98.31% 98.31%
08/11/2024 16.04% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 57,646 CHF 33,823 CHF 98.47% 98.47%
07/11/2024 17.99% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 50,681 CHF 30,340 CHF 97.74% 97.74%

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