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 26.96% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,534 CHF 21,267 CHF 99.39% 99.39%
22/11/2024 35.45% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 23,980 CHF 16,990 CHF 99.35% 99.35%
20/11/2024 31.30% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 27,611 CHF 18,805 CHF 99.41% 99.41%
19/11/2024 36.16% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 23,359 CHF 16,680 CHF 96.69% 96.69%
18/11/2024 27.96% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,960 CHF 20,480 CHF 97.58% 97.58%
15/11/2024 27.26% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,069 CHF 21,035 CHF 96.57% 96.57%
14/11/2024 28.76% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,873 CHF 19,937 CHF 99.33% 99.33%
13/11/2024 29.79% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,930 CHF 19,465 CHF 99.40% 99.40%
12/11/2024 29.20% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 29,456 CHF 19,728 CHF 99.39% 99.39%
11/11/2024 19.09% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 47,753 CHF 28,877 CHF 99.32% 99.32%

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