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 18.87% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 402,552 48,112 CHF 23,635 CHF 100.00% 100.00%
19/11/2024 18.83% 0.06 CHF 0.07 CHF 1,000,000 500,000 985,455 401,497 47,508 CHF 23,639 CHF 99.68% 99.68%
18/11/2024 17.30% 0.06 CHF 0.07 CHF 925,000 475,000 955,867 484,626 50,482 CHF 30,455 CHF 99.91% 99.91%
15/11/2024 16.82% 0.05 CHF 0.06 CHF 925,000 475,000 927,857 475,952 50,575 CHF 30,703 CHF 100.00% 100.00%
14/11/2024 17.41% 0.06 CHF 0.07 CHF 925,000 475,000 959,642 476,515 50,359 CHF 29,836 CHF 100.00% 100.00%
13/11/2024 19.96% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 262,512 45,101 CHF 14,483 CHF 100.00% 100.00%
12/11/2024 18.25% 0.05 CHF 0.06 CHF 1,000,000 500,000 996,122 483,051 49,643 CHF 28,970 CHF 99.67% 99.67%
11/11/2024 18.65% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 433,643 48,704 CHF 25,641 CHF 99.90% 99.90%
08/11/2024 19.28% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 348,751 46,985 CHF 20,098 CHF 100.00% 100.00%
07/11/2024 19.69% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 305,757 45,853 CHF 17,214 CHF 99.90% 99.90%

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