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 17.14% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 53,730 CHF 31,865 CHF 99.35% 99.35%
19/11/2024 15.62% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 59,156 CHF 34,578 CHF 96.69% 96.69%
18/11/2024 17.64% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 51,939 CHF 30,969 CHF 97.36% 97.36%
15/11/2024 13.53% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 69,169 CHF 39,584 CHF 96.56% 96.56%
14/11/2024 12.48% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 75,489 CHF 42,745 CHF 99.37% 99.37%
13/11/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 98.83% 98.83%
12/11/2024 18.06% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,424 CHF 30,212 CHF 99.38% 99.38%
11/11/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,995 CHF 29,997 CHF 99.36% 99.36%
08/11/2024 18.85% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 48,434 CHF 29,217 CHF 99.36% 99.36%
07/11/2024 18.21% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,935 CHF 29,968 CHF 98.64% 98.64%

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