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
25/11/2024 22.87% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 254,270 38,938 CHF 12,459 CHF 98.60% 98.60%
22/11/2024 19.56% 0.05 CHF 0.06 CHF 1,000,000 500,000 967,021 300,668 44,931 CHF 17,500 CHF 100.00% 100.00%
20/11/2024 10.90% 0.08 CHF 0.09 CHF 675,000 350,000 590,080 348,211 51,230 CHF 34,186 CHF 100.00% 100.00%
19/11/2024 12.40% 0.08 CHF 0.09 CHF 625,000 325,000 667,055 365,263 50,444 CHF 31,751 CHF 99.55% 99.55%
18/11/2024 9.13% 0.11 CHF 0.12 CHF 475,000 475,000 488,571 488,571 51,148 CHF 56,034 CHF 99.94% 99.94%
15/11/2024 9.59% 0.10 CHF 0.11 CHF 500,000 500,000 507,810 476,303 50,392 CHF 52,363 CHF 100.00% 100.00%
14/11/2024 12.19% 0.09 CHF 0.10 CHF 600,000 300,000 666,232 344,233 51,339 CHF 29,962 CHF 100.00% 100.00%
13/11/2024 13.69% 0.06 CHF 0.07 CHF 925,000 475,000 748,397 386,157 50,889 CHF 30,132 CHF 100.00% 100.00%
12/11/2024 11.45% 0.07 CHF 0.08 CHF 725,000 375,000 612,932 321,033 50,520 CHF 29,697 CHF 99.98% 99.98%
11/11/2024 10.04% 0.10 CHF 0.11 CHF 500,000 500,000 538,609 413,409 50,909 CHF 43,872 CHF 100.00% 100.00%

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