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 21.69% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 41,328 CHF 25,664 CHF 99.18% 99.18%
22/11/2024 27.78% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 31,252 CHF 20,626 CHF 99.19% 99.19%
20/11/2024 28.59% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,983 CHF 19,992 CHF 98.75% 98.75%
19/11/2024 28.78% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,815 CHF 19,907 CHF 88.65% 88.65%
18/11/2024 27.53% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 31,639 CHF 20,820 CHF 97.14% 97.14%
15/11/2024 26.75% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,870 CHF 21,435 CHF 91.50% 91.50%
14/11/2024 22.17% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,121 CHF 25,060 CHF 98.98% 98.98%
13/11/2024 22.57% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,446 CHF 24,723 CHF 98.93% 98.93%
12/11/2024 22.21% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,034 CHF 25,017 CHF 99.31% 99.31%
11/11/2024 18.17% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,036 CHF 30,018 CHF 99.31% 99.31%

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