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 55.79% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,984 250,000 13,202 CHF 5,815 CHF 99.38% 99.38%
12/11/2024 45.98% 0.02 CHF 0.03 CHF 1,000,000 250,000 989,757 250,000 16,856 CHF 6,752 CHF 99.04% 99.04%
11/11/2024 41.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,502 CHF 7,375 CHF 99.28% 99.28%
08/11/2024 37.28% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,137 250,000 21,905 CHF 8,011 CHF 99.39% 99.39%
07/11/2024 19.01% 0.04 CHF 0.05 CHF 1,000,000 250,000 980,502 400,318 47,240 CHF 23,835 CHF 99.26% 99.26%
06/11/2024 16.82% 0.05 CHF 0.06 CHF 1,000,000 500,000 928,294 470,347 50,589 CHF 30,337 CHF 99.35% 99.35%
05/11/2024 18.04% 0.06 CHF 0.07 CHF 925,000 475,000 985,006 480,923 49,711 CHF 29,155 CHF 99.38% 99.38%
04/11/2024 18.30% 0.05 CHF 0.06 CHF 1,000,000 500,000 989,701 477,265 49,181 CHF 28,514 CHF 97.49% 97.49%
01/11/2024 19.47% 0.05 CHF 0.06 CHF 1,000,000 250,000 988,854 349,270 46,101 CHF 20,090 CHF 97.86% 97.86%
31/10/2024 19.30% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 346,711 46,946 CHF 19,997 CHF 99.38% 99.38%

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