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 18.62% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 499,053 48,951 CHF 29,409 CHF 99.42% 99.42%
19/11/2024 18.38% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 499,182 49,533 CHF 29,710 CHF 96.68% 96.68%
18/11/2024 22.00% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,546 CHF 25,273 CHF 97.70% 97.70%
15/11/2024 27.60% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 31,583 CHF 20,791 CHF 96.39% 96.39%
14/11/2024 28.52% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,075 CHF 20,037 CHF 99.34% 99.34%
13/11/2024 28.37% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,316 CHF 20,158 CHF 98.81% 98.81%
12/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.25% 99.25%
11/11/2024 29.63% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,077 CHF 19,539 CHF 99.37% 99.37%
08/11/2024 23.56% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 37,935 CHF 23,968 CHF 99.35% 99.35%
07/11/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,014 CHF 25,007 CHF 98.65% 98.65%

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