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 39.37% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,918 250,000 20,332 CHF 7,618 CHF 99.38% 99.38%
19/11/2024 34.53% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,339 250,000 23,985 CHF 8,525 CHF 99.25% 99.25%
18/11/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 99.29% 99.29%
15/11/2024 31.66% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,583 250,000 26,563 CHF 9,189 CHF 99.39% 99.39%
14/11/2024 34.84% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,087 249,996 23,721 CHF 8,467 CHF 99.35% 99.35%
13/11/2024 29.81% 0.02 CHF 0.03 CHF 1,000,000 250,000 980,048 250,000 28,630 CHF 9,814 CHF 97.41% 97.41%
12/11/2024 22.32% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,662 250,000 39,614 CHF 12,457 CHF 99.08% 99.08%
11/11/2024 21.42% 0.05 CHF 0.06 CHF 1,000,000 250,000 996,417 250,000 41,651 CHF 12,949 CHF 99.30% 99.30%
08/11/2024 20.08% 0.05 CHF 0.06 CHF 1,000,000 250,000 998,501 293,144 44,898 CHF 16,316 CHF 99.38% 99.38%
07/11/2024 16.23% 0.06 CHF 0.07 CHF 925,000 475,000 895,407 451,258 50,681 CHF 30,075 CHF 99.26% 99.26%

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