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 63.79% 0.02 CHF 0.04 CHF 1,000,000 250,000 996,572 265,369 22,232 CHF 11,659 CHF 96.79% 96.79%
19/11/2024 58.37% 0.02 CHF 0.04 CHF 1,000,000 250,000 999,557 250,000 24,479 CHF 11,125 CHF 97.80% 97.80%
18/11/2024 78.45% 0.02 CHF 0.04 CHF 1,000,000 250,000 983,127 250,000 15,263 CHF 8,898 CHF 99.35% 99.35%
15/11/2024 67.39% 0.02 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 19,776 CHF 9,944 CHF 99.47% 99.47%
14/11/2024 67.16% 0.02 CHF 0.04 CHF 1,000,000 250,000 993,532 250,000 19,730 CHF 9,965 CHF 98.78% 98.78%
13/11/2024 78.97% 0.02 CHF 0.04 CHF 1,000,000 250,000 877,161 225,825 14,231 CHF 8,175 CHF 97.77% 97.77%
12/11/2024 28.34% 0.05 CHF 0.07 CHF 500,000 250,000 417,348 212,381 25,275 CHF 17,114 CHF 98.42% 98.42%
11/11/2024 27.37% 0.07 CHF 0.09 CHF 363,000 188,000 390,910 200,833 24,672 CHF 16,697 CHF 99.36% 99.36%
08/11/2024 23.55% 0.07 CHF 0.09 CHF 338,000 175,000 335,693 173,924 25,165 CHF 16,517 CHF 99.25% 99.25%
07/11/2024 22.21% 0.08 CHF 0.10 CHF 313,000 163,000 313,012 165,402 25,061 CHF 16,555 CHF 99.34% 99.34%

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