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 49.06% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,470 CHF 6,368 CHF 99.22% 99.22%
19/11/2024 45.58% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,621 250,000 17,084 CHF 6,803 CHF 99.03% 99.03%
18/11/2024 49.96% 0.02 CHF 0.03 CHF 1,000,000 250,000 984,695 250,000 14,793 CHF 6,256 CHF 99.30% 99.30%
15/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 99.41% 99.41%
14/11/2024 49.39% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,821 250,000 15,228 CHF 6,326 CHF 98.58% 98.58%
13/11/2024 49.76% 0.02 CHF 0.03 CHF 1,000,000 250,000 893,517 223,379 13,507 CHF 5,610 CHF 99.46% 99.46%
12/11/2024 47.08% 0.02 CHF 0.03 CHF 500,000 125,000 500,000 125,000 8,229 CHF 3,307 CHF 99.16% 99.16%
11/11/2024 47.80% 0.02 CHF 0.03 CHF 500,000 125,000 492,642 125,000 7,925 CHF 3,263 CHF 99.33% 99.33%
08/11/2024 33.81% 0.02 CHF 0.03 CHF 500,000 125,000 500,000 125,000 12,320 CHF 4,330 CHF 99.33% 99.33%
07/11/2024 33.80% 0.03 CHF 0.04 CHF 500,000 125,000 499,892 125,000 12,322 CHF 4,331 CHF 99.03% 99.03%

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