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 54.72% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,871 250,000 13,476 CHF 5,896 CHF 99.37% 99.37%
19/11/2024 54.87% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,154 250,000 13,465 CHF 5,884 CHF 99.26% 99.26%
18/11/2024 45.33% 0.02 CHF 0.03 CHF 1,000,000 250,000 996,752 250,000 17,285 CHF 6,833 CHF 99.27% 99.27%
15/11/2024 46.72% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,558 250,000 16,540 CHF 6,660 CHF 99.38% 99.38%
14/11/2024 42.36% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,014 250,000 18,703 CHF 7,206 CHF 99.35% 99.35%
13/11/2024 44.22% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,392 250,000 17,779 CHF 6,973 CHF 99.36% 99.36%
12/11/2024 43.46% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,770 250,000 18,164 CHF 7,067 CHF 99.08% 99.08%
11/11/2024 37.39% 0.02 CHF 0.03 CHF 1,000,000 250,000 996,416 250,000 21,866 CHF 7,989 CHF 99.20% 99.20%
08/11/2024 53.34% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 13,999 CHF 6,000 CHF 99.38% 99.38%
07/11/2024 52.56% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,589 250,000 14,169 CHF 6,063 CHF 99.25% 99.25%

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