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 17.09% 0.05 CHF 0.06 CHF 1,000,000 500,000 944,638 478,110 50,586 CHF 30,392 CHF 98.60% 98.60%
22/11/2024 15.31% 0.06 CHF 0.07 CHF 925,000 475,000 827,003 393,054 50,074 CHF 28,208 CHF 100.00% 100.00%
20/11/2024 23.51% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 37,807 CHF 11,952 CHF 100.00% 100.00%
19/11/2024 19.94% 0.05 CHF 0.06 CHF 1,000,000 250,000 982,999 344,825 45,238 CHF 19,723 CHF 99.10% 99.10%
18/11/2024 27.72% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 31,191 CHF 10,298 CHF 99.94% 99.94%
15/11/2024 27.50% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 31,505 CHF 10,376 CHF 100.00% 100.00%
14/11/2024 22.50% 0.04 CHF 0.05 CHF 1,000,000 250,000 998,140 255,580 39,604 CHF 12,713 CHF 100.00% 100.00%
13/11/2024 19.56% 0.05 CHF 0.06 CHF 925,000 475,000 990,284 302,874 45,844 CHF 17,375 CHF 100.00% 100.00%
12/11/2024 22.37% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 39,923 CHF 12,481 CHF 99.98% 99.98%
11/11/2024 24.30% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 255,828 36,259 CHF 11,856 CHF 100.00% 100.00%

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