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 21.80% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 41,066 CHF 12,767 CHF 100.00% 100.00%
19/11/2024 20.96% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 281,596 43,161 CHF 15,171 CHF 99.90% 99.90%
18/11/2024 24.65% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,673 CHF 11,418 CHF 99.90% 99.90%
15/11/2024 20.82% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 252,098 43,164 CHF 13,409 CHF 100.00% 100.00%
14/11/2024 21.57% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 41,505 CHF 12,876 CHF 100.00% 100.00%
13/11/2024 24.09% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 36,647 CHF 11,662 CHF 100.00% 100.00%
12/11/2024 24.73% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,184 250,000 35,282 CHF 11,382 CHF 99.66% 99.66%
11/11/2024 23.93% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 36,921 CHF 11,730 CHF 99.91% 99.91%
08/11/2024 22.78% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,156 CHF 12,289 CHF 100.00% 100.00%
07/11/2024 22.27% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,935 CHF 12,484 CHF 99.86% 99.86%

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