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 85.60% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,707 CHF 8,353 CHF 98.23% 98.23%
19/11/2024 70.26% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,294 CHF 9,647 CHF 88.46% 88.46%
18/11/2024 78.07% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,847 CHF 8,924 CHF 94.90% 94.90%
15/11/2024 67.17% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,028 CHF 10,014 CHF 96.42% 96.42%
14/11/2024 56.91% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,647 CHF 11,324 CHF 96.12% 96.12%
13/11/2024 55.77% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 12,967 CHF 11,483 CHF 99.13% 99.13%
12/11/2024 65.21% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,380 CHF 10,190 CHF 99.28% 99.28%
11/11/2024 59.03% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,032 CHF 11,016 CHF 99.00% 99.00%
08/11/2024 42.88% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,434 CHF 14,217 CHF 99.24% 99.24%
07/11/2024 34.03% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 25,536 CHF 17,768 CHF 94.35% 94.35%

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