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 20.27% 0.04 CHF 0.05 CHF 1,000,000 250,000 999,412 286,904 44,474 CHF 15,791 CHF 100.00% 100.00%
19/11/2024 17.39% 0.06 CHF 0.07 CHF 925,000 475,000 915,531 425,907 48,882 CHF 27,623 CHF 99.89% 99.89%
18/11/2024 21.43% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 41,832 CHF 12,958 CHF 99.90% 99.90%
15/11/2024 18.61% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,956 421,042 48,625 CHF 25,056 CHF 100.00% 100.00%
14/11/2024 16.33% 0.05 CHF 0.06 CHF 1,000,000 500,000 906,164 457,118 50,979 CHF 30,283 CHF 100.00% 100.00%
13/11/2024 18.35% 0.06 CHF 0.07 CHF 850,000 425,000 969,325 380,874 48,219 CHF 23,231 CHF 100.00% 100.00%
12/11/2024 21.79% 0.05 CHF 0.06 CHF 1,000,000 250,000 993,152 250,000 40,699 CHF 12,743 CHF 99.66% 99.66%
11/11/2024 21.45% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 251,786 41,753 CHF 13,037 CHF 99.90% 99.90%
08/11/2024 19.95% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 272,144 45,159 CHF 15,053 CHF 100.00% 100.00%
07/11/2024 20.22% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 261,854 44,550 CHF 14,323 CHF 99.90% 99.90%

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