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 110.86% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,031 CHF 7,015 CHF 98.23% 98.23%
19/11/2024 91.76% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 5,940 CHF 7,970 CHF 88.52% 88.52%
18/11/2024 101.02% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,940 CHF 7,470 CHF 94.93% 94.93%
15/11/2024 86.68% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 6,668 CHF 8,334 CHF 96.50% 96.50%
14/11/2024 71.74% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,039 CHF 9,520 CHF 96.17% 96.17%
13/11/2024 71.24% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,066 CHF 9,533 CHF 99.08% 99.08%
12/11/2024 84.11% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,941 CHF 8,471 CHF 99.19% 99.19%
11/11/2024 78.80% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,775 CHF 8,887 CHF 99.15% 99.15%
08/11/2024 55.45% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,148 CHF 11,574 CHF 99.31% 99.31%
07/11/2024 42.79% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 18,855 CHF 14,428 CHF 94.32% 94.32%

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