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 27.48% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 31,712 CHF 20,856 CHF 99.34% 99.34%
19/11/2024 28.51% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,097 CHF 20,048 CHF 96.33% 96.33%
18/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 94.64% 94.64%
15/11/2024 28.96% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,684 CHF 19,842 CHF 91.12% 91.12%
14/11/2024 22.50% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,652 CHF 24,826 CHF 94.60% 94.60%
13/11/2024 26.10% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 33,895 CHF 21,947 CHF 83.19% 83.19%
12/11/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 91.87% 91.87%
11/11/2024 18.90% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 48,234 CHF 29,117 CHF 82.29% 82.29%
08/11/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 89.22% 89.22%
07/11/2024 22.26% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,948 CHF 24,974 CHF 80.42% 80.42%

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