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 33.29% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,045 CHF 8,761 CHF 100.00% 100.00%
19/11/2024 33.69% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 24,733 CHF 8,683 CHF 99.19% 99.19%
18/11/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 99.89% 99.89%
15/11/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 100.00% 100.00%
14/11/2024 34.53% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 24,106 CHF 8,526 CHF 100.00% 100.00%
13/11/2024 38.79% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,908 CHF 7,727 CHF 100.00% 100.00%
12/11/2024 29.99% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,275 250,000 28,307 CHF 9,627 CHF 99.70% 99.70%
11/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.85% 99.85%
08/11/2024 29.38% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,155 CHF 9,789 CHF 100.00% 100.00%
07/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.90% 99.90%

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