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 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,354 250,000 9,934 CHF 5,000 CHF 99.37% 99.37%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,740 250,000 9,957 CHF 5,000 CHF 99.27% 99.27%
18/11/2024 57.70% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 12,689 CHF 5,672 CHF 99.29% 99.29%
15/11/2024 39.94% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,006 250,000 19,936 CHF 7,514 CHF 99.39% 99.39%
14/11/2024 27.87% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,540 253,949 31,490 CHF 10,612 CHF 99.35% 99.35%
13/11/2024 20.90% 0.05 CHF 0.06 CHF 1,000,000 500,000 994,854 271,583 42,826 CHF 14,500 CHF 99.36% 99.36%
12/11/2024 19.13% 0.05 CHF 0.06 CHF 1,000,000 500,000 977,715 357,468 46,578 CHF 21,084 CHF 99.09% 99.09%
11/11/2024 16.92% 0.06 CHF 0.07 CHF 1,000,000 500,000 940,877 480,292 50,954 CHF 30,816 CHF 99.23% 99.23%
08/11/2024 17.58% 0.05 CHF 0.06 CHF 1,000,000 500,000 962,615 471,847 49,985 CHF 29,268 CHF 99.39% 99.39%
07/11/2024 15.65% 0.06 CHF 0.07 CHF 925,000 475,000 862,002 432,776 50,761 CHF 29,828 CHF 99.27% 99.27%

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