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 10.91% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 86,899 CHF 48,449 CHF 99.18% 99.18%
19/11/2024 10.51% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 90,206 CHF 50,103 CHF 96.66% 96.66%
18/11/2024 11.40% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 82,958 CHF 46,479 CHF 97.35% 97.35%
15/11/2024 8.39% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 114,676 CHF 62,338 CHF 96.46% 96.46%
14/11/2024 7.29% 0.15 CHF 0.16 CHF 1,000,000 500,000 999,978 500,000 132,793 CHF 71,398 CHF 99.41% 99.41%
13/11/2024 11.10% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 85,346 CHF 47,673 CHF 98.81% 98.81%
12/11/2024 10.50% 0.09 CHF 0.10 CHF 1,000,000 500,000 999,965 500,000 90,368 CHF 50,186 CHF 99.39% 99.39%
11/11/2024 10.88% 0.09 CHF 0.10 CHF 1,000,000 500,000 999,967 499,988 87,108 CHF 48,554 CHF 99.36% 99.36%
08/11/2024 11.69% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 499,935 80,892 CHF 45,440 CHF 99.36% 99.36%
07/11/2024 11.61% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 81,256 CHF 45,628 CHF 98.63% 98.63%

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