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 15.62% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 59,221 CHF 34,611 CHF 99.08% 99.08%
19/11/2024 18.60% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 49,364 CHF 29,682 CHF 88.34% 88.34%
18/11/2024 20.15% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 45,124 CHF 27,562 CHF 97.37% 97.37%
15/11/2024 21.37% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 42,236 CHF 26,118 CHF 89.94% 89.94%
14/11/2024 10.15% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 93,908 CHF 51,954 CHF 99.02% 99.02%
13/11/2024 14.70% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 63,714 CHF 36,857 CHF 99.05% 99.05%
12/11/2024 13.46% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 69,371 CHF 39,685 CHF 99.30% 99.30%
11/11/2024 12.71% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 73,982 CHF 41,991 CHF 99.34% 99.34%
08/11/2024 11.57% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 82,107 CHF 46,054 CHF 98.15% 98.15%
07/11/2024 16.03% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 57,977 CHF 33,989 CHF 97.33% 97.33%

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