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 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.19% 99.19%
19/11/2024 27.44% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 31,779 CHF 20,889 CHF 96.67% 96.67%
18/11/2024 28.22% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,555 CHF 20,278 CHF 97.36% 97.36%
15/11/2024 20.35% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 44,622 CHF 27,311 CHF 96.44% 96.44%
14/11/2024 17.45% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 52,689 CHF 31,344 CHF 99.37% 99.37%
13/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.96% 98.96%
12/11/2024 28.52% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,075 CHF 20,038 CHF 99.39% 99.39%
11/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.37% 99.37%
08/11/2024 29.32% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,366 CHF 19,683 CHF 99.37% 99.37%
07/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.66% 98.66%

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