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 93.92% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,725 CHF 7,863 CHF 99.53% 99.53%
19/11/2024 76.85% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,111 CHF 9,056 CHF 99.27% 99.27%
18/11/2024 77.06% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,007 CHF 9,004 CHF 99.40% 99.40%
15/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 14.08% 99.40%
14/11/2024 109.20% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,174 CHF 7,087 CHF 97.56% 97.56%
13/11/2024 113.21% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,887 CHF 6,943 CHF 99.38% 99.38%
12/11/2024 113.76% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,834 CHF 6,917 CHF 98.82% 98.82%
11/11/2024 107.82% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,300 CHF 7,150 CHF 99.37% 99.37%
08/11/2024 100.19% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,985 CHF 7,492 CHF 93.13% 93.13%
07/11/2024 89.17% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,232 CHF 8,116 CHF 98.59% 98.59%

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