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
22/11/2024 28.14% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 30,739 CHF 10,185 CHF 100.00% 100.00%
20/11/2024 25.69% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 34,037 CHF 11,009 CHF 100.00% 100.00%
19/11/2024 31.54% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 26,929 CHF 9,232 CHF 99.90% 99.90%
18/11/2024 29.43% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,099 CHF 9,775 CHF 99.90% 99.90%
15/11/2024 26.21% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 33,444 CHF 10,861 CHF 100.00% 100.00%
14/11/2024 28.27% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 30,749 CHF 10,187 CHF 100.00% 100.00%
13/11/2024 29.82% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 28,692 CHF 9,673 CHF 100.00% 100.00%
12/11/2024 25.37% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,787 250,000 34,336 CHF 11,141 CHF 99.69% 99.69%
11/11/2024 18.65% 0.05 CHF 0.06 CHF 1,000,000 250,000 996,087 421,183 48,560 CHF 24,992 CHF 99.87% 99.87%
08/11/2024 18.61% 0.05 CHF 0.06 CHF 1,000,000 500,000 993,702 424,992 48,564 CHF 25,280 CHF 100.00% 100.00%

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