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 34.93% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 24,432 CHF 17,216 CHF 99.37% 99.37%
19/11/2024 33.93% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 26,680 CHF 18,340 CHF 96.70% 96.70%
18/11/2024 61.99% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,755 CHF 10,877 CHF 97.51% 97.51%
15/11/2024 41.02% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,619 CHF 14,810 CHF 95.81% 95.81%
14/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.27% 99.27%
13/11/2024 37.95% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 21,794 CHF 15,897 CHF 98.92% 98.92%
12/11/2024 39.90% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,087 CHF 15,044 CHF 99.33% 99.33%
11/11/2024 59.16% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,816 CHF 11,408 CHF 99.38% 99.38%
08/11/2024 38.76% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,085 CHF 15,542 CHF 98.24% 98.24%
07/11/2024 36.62% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 22,491 CHF 16,246 CHF 98.63% 98.63%

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