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 21.79% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 261,433 41,160 CHF 13,468 CHF 98.55% 98.55%
22/11/2024 21.46% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 276,006 42,042 CHF 14,554 CHF 100.00% 100.00%
20/11/2024 21.04% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 263,270 42,882 CHF 13,997 CHF 100.00% 100.00%
19/11/2024 23.44% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 253,348 38,004 CHF 12,196 CHF 99.90% 99.90%
18/11/2024 18.33% 0.05 CHF 0.06 CHF 1,000,000 250,000 983,530 436,514 48,845 CHF 26,278 CHF 99.90% 99.90%
15/11/2024 12.56% 0.06 CHF 0.07 CHF 775,000 400,000 674,097 347,595 50,297 CHF 29,399 CHF 100.00% 100.00%
14/11/2024 11.80% 0.09 CHF 0.10 CHF 625,000 325,000 636,282 329,191 50,738 CHF 29,538 CHF 100.00% 100.00%
13/11/2024 15.68% 0.07 CHF 0.08 CHF 925,000 475,000 862,713 439,575 50,713 CHF 30,241 CHF 100.00% 100.00%
12/11/2024 12.06% 0.06 CHF 0.07 CHF 775,000 400,000 642,099 336,340 50,039 CHF 29,627 CHF 99.71% 99.71%
11/11/2024 9.10% 0.12 CHF 0.13 CHF 425,000 425,000 489,878 482,223 51,419 CHF 55,494 CHF 99.91% 99.91%

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