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 39.49% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,382 CHF 7,595 CHF 97.93% 97.93%
22/11/2024 42.17% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,366 250,000 18,769 CHF 7,229 CHF 99.39% 99.39%
20/11/2024 32.04% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,057 250,000 26,237 CHF 9,090 CHF 99.38% 99.38%
19/11/2024 33.04% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,548 250,000 25,245 CHF 8,860 CHF 97.59% 97.59%
18/11/2024 28.42% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,389 CHF 10,097 CHF 99.27% 99.27%
15/11/2024 27.10% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,722 250,000 31,925 CHF 10,514 CHF 99.38% 99.38%
14/11/2024 27.89% 0.04 CHF 0.05 CHF 1,000,000 250,000 996,534 250,000 31,111 CHF 10,308 CHF 99.35% 99.35%
13/11/2024 33.17% 0.03 CHF 0.04 CHF 1,000,000 250,000 996,423 250,000 25,086 CHF 8,794 CHF 99.39% 99.39%
12/11/2024 32.58% 0.03 CHF 0.04 CHF 1,000,000 250,000 990,844 250,920 26,076 CHF 9,125 CHF 99.02% 99.02%
11/11/2024 17.98% 0.05 CHF 0.06 CHF 1,000,000 500,000 978,183 474,367 49,600 CHF 28,905 CHF 99.27% 99.27%

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