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 18.97% 0.05 CHF 0.06 CHF 1,000,000 250,000 997,456 387,329 47,694 CHF 22,676 CHF 100.00% 100.00%
19/11/2024 19.37% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 338,125 46,720 CHF 19,409 CHF 99.89% 99.89%
18/11/2024 18.02% 0.05 CHF 0.06 CHF 1,000,000 500,000 983,068 470,825 49,692 CHF 28,630 CHF 99.90% 99.90%
15/11/2024 16.41% 0.05 CHF 0.06 CHF 925,000 475,000 903,816 458,016 50,600 CHF 30,212 CHF 100.00% 100.00%
14/11/2024 15.61% 0.06 CHF 0.07 CHF 850,000 425,000 863,398 433,932 50,991 CHF 29,958 CHF 100.00% 100.00%
13/11/2024 16.60% 0.06 CHF 0.07 CHF 925,000 475,000 923,338 473,892 51,013 CHF 30,920 CHF 100.00% 100.00%
12/11/2024 14.70% 0.06 CHF 0.07 CHF 850,000 425,000 799,175 408,155 50,364 CHF 29,815 CHF 99.70% 99.70%
11/11/2024 14.34% 0.07 CHF 0.08 CHF 775,000 400,000 779,686 401,475 50,474 CHF 30,008 CHF 99.85% 99.85%
08/11/2024 13.70% 0.06 CHF 0.07 CHF 850,000 425,000 743,685 381,836 50,561 CHF 29,809 CHF 100.00% 100.00%
07/11/2024 13.79% 0.10 CHF 0.11 CHF 500,000 500,000 752,606 390,134 50,821 CHF 30,343 CHF 84.13% 84.13%

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