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 47.57% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,304 CHF 13,152 CHF 99.35% 99.35%
19/11/2024 35.63% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 23,197 CHF 16,599 CHF 96.68% 96.68%
18/11/2024 29.08% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,438 CHF 19,719 CHF 97.53% 97.53%
15/11/2024 34.83% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 497,838 24,269 CHF 17,028 CHF 96.45% 96.45%
14/11/2024 47.36% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,271 CHF 13,136 CHF 99.39% 99.39%
13/11/2024 51.78% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,443 CHF 12,222 CHF 98.75% 98.75%
12/11/2024 57.68% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,403 CHF 11,202 CHF 99.37% 99.37%
11/11/2024 63.24% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,908 CHF 10,454 CHF 99.33% 99.33%
08/11/2024 52.99% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,883 CHF 11,942 CHF 99.33% 99.33%
07/11/2024 46.44% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,611 CHF 13,306 CHF 98.66% 98.66%

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