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 28.57% 0.03 CHF 0.04 CHF 1,500,000 150,000 1,500,000 150,000 45,000 CHF 6,000 CHF 99.37% 99.37%
19/11/2024 30.96% 0.03 CHF 0.04 CHF 1,500,000 150,000 1,500,000 150,000 42,082 CHF 5,708 CHF 99.38% 99.38%
18/11/2024 29.61% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 45,107 CHF 6,011 CHF 99.26% 99.26%
15/11/2024 39.18% 0.03 CHF 0.04 CHF 1,500,000 150,000 1,500,000 150,000 31,071 CHF 4,607 CHF 99.38% 99.38%
14/11/2024 30.52% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 42,539 CHF 5,754 CHF 99.38% 99.38%
13/11/2024 40.00% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 30,000 CHF 4,500 CHF 99.37% 99.37%
12/11/2024 35.95% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 35,313 CHF 5,031 CHF 99.38% 99.38%
11/11/2024 40.00% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 30,000 CHF 4,500 CHF 99.38% 99.38%
08/11/2024 38.03% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 33,145 CHF 4,814 CHF 99.38% 99.38%
07/11/2024 65.58% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 15,612 CHF 3,061 CHF 98.38% 98.38%

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