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 48.51% 0.02 CHF 0.03 CHF 1,000,000 250,000 991,791 250,000 15,621 CHF 6,436 CHF 99.11% 99.11%
19/11/2024 43.54% 0.02 CHF 0.03 CHF 1,000,000 250,000 986,143 250,000 17,983 CHF 7,057 CHF 98.84% 98.84%
18/11/2024 44.53% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 17,737 CHF 6,934 CHF 99.35% 99.35%
15/11/2024 47.95% 0.02 CHF 0.03 CHF 1,000,000 250,000 996,860 250,000 15,979 CHF 6,506 CHF 99.35% 99.35%
14/11/2024 49.59% 0.02 CHF 0.03 CHF 1,000,000 250,000 984,374 250,000 14,972 CHF 6,302 CHF 99.23% 99.23%
13/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 877,295 222,220 13,159 CHF 5,556 CHF 98.89% 98.89%
12/11/2024 48.35% 0.02 CHF 0.03 CHF 500,000 125,000 488,672 125,000 7,742 CHF 3,228 CHF 98.97% 98.97%
11/11/2024 49.39% 0.02 CHF 0.03 CHF 500,000 125,000 500,000 125,000 7,654 CHF 3,163 CHF 99.24% 99.24%
08/11/2024 34.05% 0.02 CHF 0.03 CHF 500,000 125,000 500,000 125,000 12,230 CHF 4,307 CHF 99.32% 99.32%
07/11/2024 30.96% 0.03 CHF 0.04 CHF 500,000 125,000 492,650 125,000 13,564 CHF 4,687 CHF 99.26% 99.26%

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