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 20.04% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 44,920 CHF 13,730 CHF 99.38% 99.38%
19/11/2024 22.20% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,314 250,000 39,828 CHF 12,514 CHF 99.08% 99.08%
18/11/2024 20.55% 0.05 CHF 0.06 CHF 1,000,000 250,000 995,942 257,884 43,594 CHF 13,895 CHF 99.30% 99.30%
15/11/2024 19.82% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 291,881 45,542 CHF 16,361 CHF 99.38% 99.38%
14/11/2024 19.99% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,815 250,000 44,714 CHF 13,759 CHF 99.35% 99.35%
13/11/2024 21.48% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,199 250,000 41,399 CHF 12,918 CHF 99.38% 99.38%
12/11/2024 22.28% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,856 250,000 39,646 CHF 12,473 CHF 99.07% 99.07%
11/11/2024 21.90% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,469 250,000 40,550 CHF 12,683 CHF 99.23% 99.23%
08/11/2024 21.00% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 42,751 CHF 13,188 CHF 99.38% 99.38%
07/11/2024 22.19% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,546 250,000 39,828 CHF 12,522 CHF 99.25% 99.25%

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