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
25/11/2024 70.54% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,259 CHF 9,629 CHF 99.59% 99.59%
22/11/2024 87.83% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,506 CHF 8,253 CHF 99.28% 99.28%
20/11/2024 97.19% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,354 CHF 7,677 CHF 99.48% 99.48%
19/11/2024 81.30% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,468 CHF 8,734 CHF 96.72% 96.72%
18/11/2024 109.61% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,212 CHF 7,106 CHF 97.65% 97.65%
15/11/2024 98.54% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,216 CHF 7,608 CHF 96.57% 96.57%
14/11/2024 89.27% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,255 CHF 8,127 CHF 99.39% 99.39%
13/11/2024 76.37% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,147 CHF 9,074 CHF 99.37% 99.37%
12/11/2024 85.91% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,752 CHF 8,376 CHF 99.37% 99.37%
11/11/2024 83.71% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,281 CHF 8,641 CHF 99.34% 99.34%

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