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 27.98% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,937 CHF 20,468 CHF 97.93% 97.93%
19/11/2024 26.77% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,860 CHF 21,430 CHF 97.35% 97.35%
18/11/2024 23.63% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 37,788 CHF 23,894 CHF 97.83% 97.83%
15/11/2024 27.19% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 32,330 CHF 21,165 CHF 98.07% 98.07%
14/11/2024 24.80% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 35,987 CHF 22,994 CHF 96.59% 96.59%
13/11/2024 27.88% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 31,082 CHF 20,541 CHF 98.65% 98.65%
12/11/2024 29.11% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,434 CHF 19,717 CHF 93.65% 93.65%
11/11/2024 33.26% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 25,084 CHF 17,542 CHF 93.90% 93.90%
08/11/2024 29.25% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,245 CHF 19,623 CHF 96.93% 96.93%
07/11/2024 31.66% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 26,704 CHF 18,352 CHF 97.04% 97.04%

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