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 51.65% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 21,993 CHF 4,932 CHF 99.14% 99.14%
19/11/2024 53.83% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 20,798 CHF 4,773 CHF 99.38% 99.38%
18/11/2024 43.96% 0.02 CHF 0.03 CHF 1,500,000 200,000 1,500,000 200,000 26,797 CHF 5,573 CHF 99.22% 99.22%
15/11/2024 25.90% 0.03 CHF 0.04 CHF 1,500,000 200,000 1,500,000 200,000 50,760 CHF 8,768 CHF 98.78% 98.78%
14/11/2024 19.93% 0.05 CHF 0.06 CHF 1,500,000 200,000 1,500,000 200,000 67,999 CHF 11,067 CHF 99.37% 99.37%
13/11/2024 19.88% 0.04 CHF 0.05 CHF 1,500,000 200,000 1,500,000 200,000 68,355 CHF 11,114 CHF 99.37% 99.37%
12/11/2024 15.39% 0.05 CHF 0.06 CHF 1,500,000 200,000 1,500,000 200,000 90,199 CHF 14,027 CHF 99.37% 99.37%
11/11/2024 11.48% 0.08 CHF 0.09 CHF 1,500,000 200,000 1,500,000 200,000 123,465 CHF 18,462 CHF 99.37% 99.37%
08/11/2024 10.08% 0.08 CHF 0.09 CHF 1,500,000 200,000 1,500,000 200,000 143,777 CHF 21,170 CHF 99.37% 99.37%
07/11/2024 8.51% 0.12 CHF 0.13 CHF 1,500,000 200,000 1,500,000 200,000 170,370 CHF 24,716 CHF 99.29% 99.29%

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