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 40.20% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,005 CHF 7,501 CHF 100.00% 100.00%
19/11/2024 39.17% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,626 CHF 7,657 CHF 99.90% 99.90%
18/11/2024 31.05% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 27,394 CHF 9,349 CHF 99.92% 99.92%
15/11/2024 24.85% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,314 CHF 11,328 CHF 100.00% 100.00%
14/11/2024 25.20% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,097 CHF 11,274 CHF 100.00% 100.00%
13/11/2024 31.80% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 26,611 CHF 9,153 CHF 100.00% 100.00%
12/11/2024 28.29% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,573 CHF 10,143 CHF 99.67% 99.67%
11/11/2024 17.60% 0.05 CHF 0.06 CHF 1,000,000 250,000 957,352 443,225 49,758 CHF 27,734 CHF 99.89% 99.89%
08/11/2024 16.15% 0.05 CHF 0.06 CHF 1,000,000 500,000 884,631 451,867 50,241 CHF 30,333 CHF 100.00% 100.00%
07/11/2024 10.60% 0.11 CHF 0.12 CHF 475,000 475,000 576,003 373,953 51,427 CHF 38,207 CHF 99.88% 99.88%

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