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
13/11/2024 27.78% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,956 250,000 30,989 CHF 10,278 CHF 99.38% 99.38%
12/11/2024 31.91% 0.03 CHF 0.04 CHF 1,000,000 250,000 989,485 250,000 26,208 CHF 9,122 CHF 99.07% 99.07%
11/11/2024 31.71% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 26,708 CHF 9,177 CHF 99.29% 99.29%
08/11/2024 31.79% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,129 250,000 26,445 CHF 9,161 CHF 99.39% 99.39%
07/11/2024 33.12% 0.03 CHF 0.04 CHF 1,000,000 250,000 996,317 251,223 25,220 CHF 8,888 CHF 99.25% 99.25%
06/11/2024 20.23% 0.05 CHF 0.06 CHF 1,000,000 500,000 995,780 305,611 44,503 CHF 16,970 CHF 99.36% 99.36%
05/11/2024 18.05% 0.05 CHF 0.06 CHF 1,000,000 500,000 993,386 497,795 50,086 CHF 30,080 CHF 99.38% 99.38%
04/11/2024 17.04% 0.05 CHF 0.06 CHF 1,000,000 500,000 940,927 480,309 50,530 CHF 30,608 CHF 97.52% 97.52%
01/11/2024 18.01% 0.06 CHF 0.07 CHF 925,000 475,000 951,627 386,546 48,338 CHF 24,057 CHF 97.92% 97.92%
31/10/2024 19.41% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 315,953 46,616 CHF 18,066 CHF 99.38% 99.38%

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