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 9.30% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 499,978 102,726 CHF 56,361 CHF 99.41% 99.41%
19/11/2024 10.36% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 91,665 CHF 50,833 CHF 96.75% 96.75%
18/11/2024 9.86% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 96,613 CHF 53,306 CHF 97.72% 97.72%
15/11/2024 8.45% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 114,171 CHF 62,086 CHF 96.53% 96.53%
14/11/2024 6.54% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 410,284 148,079 CHF 64,774 CHF 99.38% 99.38%
13/11/2024 7.44% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 129,426 CHF 69,713 CHF 98.94% 98.94%
12/11/2024 7.39% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 130,342 CHF 70,171 CHF 99.37% 99.37%
11/11/2024 6.50% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 402,304 149,020 CHF 63,954 CHF 99.37% 99.37%
08/11/2024 5.78% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 168,151 CHF 71,261 CHF 99.34% 99.34%
07/11/2024 5.75% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 168,990 CHF 71,596 CHF 98.62% 98.62%

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