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 27.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 31,780 CHF 10,445 CHF 98.57% 98.57%
22/11/2024 21.76% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 41,069 CHF 12,767 CHF 100.00% 100.00%
20/11/2024 21.85% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,839 CHF 12,710 CHF 100.00% 100.00%
19/11/2024 22.86% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 38,874 CHF 12,219 CHF 99.89% 99.89%
18/11/2024 21.61% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 41,367 CHF 12,842 CHF 99.88% 99.88%
15/11/2024 22.29% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,034 CHF 12,509 CHF 100.00% 100.00%
14/11/2024 25.06% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 34,911 CHF 11,228 CHF 100.00% 100.00%
13/11/2024 25.69% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 34,035 CHF 11,009 CHF 100.00% 100.00%
12/11/2024 24.85% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,090 250,000 35,027 CHF 11,325 CHF 99.71% 99.71%
11/11/2024 22.74% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,062 CHF 12,266 CHF 99.86% 99.86%

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