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 25.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,000 CHF 11,250 CHF 97.93% 97.93%
22/11/2024 26.61% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,489 250,000 32,526 CHF 10,688 CHF 99.37% 99.37%
20/11/2024 24.98% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,945 250,000 34,855 CHF 11,258 CHF 99.39% 99.39%
19/11/2024 25.07% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,546 250,000 34,676 CHF 11,226 CHF 97.58% 97.58%
18/11/2024 24.77% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,421 CHF 11,355 CHF 99.29% 99.29%
15/11/2024 25.02% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,663 250,000 34,827 CHF 11,245 CHF 99.39% 99.39%
14/11/2024 24.97% 0.04 CHF 0.05 CHF 1,000,000 250,000 996,564 250,000 34,929 CHF 11,262 CHF 99.35% 99.35%
13/11/2024 27.14% 0.04 CHF 0.05 CHF 1,000,000 250,000 996,481 250,000 31,892 CHF 10,499 CHF 99.38% 99.38%
12/11/2024 27.94% 0.03 CHF 0.04 CHF 1,000,000 250,000 990,724 250,000 30,587 CHF 10,221 CHF 99.03% 99.03%
11/11/2024 23.11% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 38,398 CHF 12,100 CHF 99.27% 99.27%

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