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 11.20% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,000 84,600 CHF 37,840 CHF 97.91% 97.91%
19/11/2024 10.15% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 93,786 CHF 41,514 CHF 97.28% 97.28%
18/11/2024 11.49% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 405,158 82,189 CHF 37,340 CHF 97.84% 97.84%
15/11/2024 9.78% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 97,722 CHF 43,089 CHF 97.93% 97.93%
14/11/2024 9.51% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 100,500 CHF 44,200 CHF 96.20% 96.20%
13/11/2024 8.12% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 118,281 CHF 51,312 CHF 98.82% 98.82%
12/11/2024 7.51% 0.12 CHF 0.13 CHF 1,000,000 400,000 950,883 350,883 121,941 CHF 48,450 CHF 93.84% 93.84%
11/11/2024 6.46% 0.15 CHF 0.16 CHF 900,000 300,000 900,000 300,000 134,735 CHF 47,912 CHF 94.22% 94.22%
08/11/2024 7.13% 0.13 CHF 0.14 CHF 1,000,000 400,000 902,501 302,501 122,233 CHF 43,986 CHF 97.25% 97.25%
07/11/2024 6.32% 0.15 CHF 0.16 CHF 900,000 300,000 894,638 298,213 137,229 CHF 48,725 CHF 96.98% 96.98%

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