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 28.88% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,679 CHF 9,920 CHF 99.39% 99.39%
19/11/2024 22.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,316 250,000 40,460 CHF 12,672 CHF 99.28% 99.28%
18/11/2024 28.55% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,939 250,000 30,048 CHF 10,042 CHF 99.30% 99.30%
15/11/2024 31.34% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 27,108 CHF 9,277 CHF 99.39% 99.39%
14/11/2024 28.44% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,693 250,000 29,972 CHF 10,048 CHF 99.37% 99.37%
13/11/2024 24.42% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,150 250,000 35,808 CHF 11,512 CHF 99.39% 99.39%
12/11/2024 22.85% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,850 250,000 38,772 CHF 12,255 CHF 99.05% 99.05%
11/11/2024 22.64% 0.05 CHF 0.06 CHF 1,000,000 250,000 995,408 250,000 39,076 CHF 12,315 CHF 99.23% 99.23%
08/11/2024 24.56% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 257,170 35,787 CHF 11,788 CHF 99.38% 99.38%
07/11/2024 18.31% 0.05 CHF 0.06 CHF 1,000,000 500,000 987,115 452,644 49,070 CHF 27,193 CHF 99.28% 99.28%

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