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
22/11/2024 21.21% 0.04 CHF 0.05 CHF 1,000,000 250,000 999,705 277,401 42,360 CHF 14,708 CHF 100.00% 100.00%
20/11/2024 19.90% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 276,883 45,307 CHF 15,422 CHF 100.00% 100.00%
19/11/2024 17.81% 0.05 CHF 0.06 CHF 1,000,000 500,000 974,195 468,210 49,947 CHF 28,831 CHF 99.89% 99.89%
18/11/2024 19.51% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 322,861 46,365 CHF 18,422 CHF 99.91% 99.91%
15/11/2024 22.69% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,354 CHF 12,339 CHF 100.00% 100.00%
14/11/2024 19.59% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,535 365,810 46,230 CHF 21,161 CHF 100.00% 100.00%
13/11/2024 17.10% 0.06 CHF 0.07 CHF 850,000 425,000 943,040 475,814 50,451 CHF 30,221 CHF 100.00% 100.00%
12/11/2024 18.63% 0.06 CHF 0.07 CHF 1,000,000 500,000 991,379 417,748 48,447 CHF 24,849 CHF 99.70% 99.70%
11/11/2024 23.34% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 37,996 CHF 11,999 CHF 99.88% 99.88%
08/11/2024 21.56% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 41,495 CHF 12,874 CHF 100.00% 100.00%

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