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 39.90% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,077 CHF 7,519 CHF 100.00% 100.00%
19/11/2024 43.30% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 18,348 CHF 7,087 CHF 99.90% 99.90%
18/11/2024 45.57% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 17,213 CHF 6,803 CHF 99.90% 99.90%
15/11/2024 40.92% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,540 CHF 7,385 CHF 100.00% 100.00%
14/11/2024 40.13% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 19,978 CHF 7,495 CHF 100.00% 100.00%
13/11/2024 42.46% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 18,770 CHF 7,192 CHF 100.00% 100.00%
12/11/2024 32.93% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,192 250,000 25,382 CHF 8,896 CHF 99.66% 99.66%
11/11/2024 28.02% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 30,768 CHF 10,192 CHF 99.84% 99.84%
08/11/2024 26.17% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 33,454 CHF 10,864 CHF 100.00% 100.00%
07/11/2024 21.49% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 41,683 CHF 12,921 CHF 99.84% 99.84%

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