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 30.25% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,528 CHF 19,264 CHF 99.56% 99.56%
19/11/2024 26.44% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 34,306 CHF 22,153 CHF 99.08% 99.08%
18/11/2024 30.81% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 28,044 CHF 19,022 CHF 99.02% 99.02%
15/11/2024 27.16% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,225 CHF 21,113 CHF 99.58% 99.58%
14/11/2024 20.61% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 44,186 CHF 27,093 CHF 97.64% 97.64%
13/11/2024 14.43% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 64,696 CHF 37,348 CHF 99.34% 99.34%
12/11/2024 20.37% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 45,567 CHF 27,784 CHF 93.10% 93.10%
11/11/2024 28.41% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,250 CHF 20,125 CHF 99.06% 99.06%
08/11/2024 24.65% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 36,169 CHF 23,084 CHF 98.80% 98.80%
07/11/2024 30.33% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 29,390 CHF 19,695 CHF 98.61% 98.61%

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