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 20.05% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 256,815 44,893 CHF 14,100 CHF 98.59% 98.59%
22/11/2024 18.39% 0.05 CHF 0.06 CHF 1,000,000 500,000 979,073 412,192 48,475 CHF 24,836 CHF 100.00% 100.00%
20/11/2024 13.69% 0.07 CHF 0.08 CHF 775,000 400,000 745,004 384,093 50,700 CHF 29,988 CHF 100.00% 100.00%
19/11/2024 14.63% 0.07 CHF 0.08 CHF 775,000 400,000 794,751 407,034 50,276 CHF 29,854 CHF 99.10% 99.10%
18/11/2024 12.50% 0.08 CHF 0.09 CHF 675,000 350,000 674,545 349,773 50,598 CHF 29,735 CHF 99.94% 99.94%
15/11/2024 12.85% 0.08 CHF 0.09 CHF 675,000 350,000 696,853 360,928 50,742 CHF 29,892 CHF 100.00% 100.00%
14/11/2024 15.02% 0.07 CHF 0.08 CHF 775,000 400,000 830,468 419,733 51,114 CHF 30,046 CHF 100.00% 100.00%
13/11/2024 15.98% 0.06 CHF 0.07 CHF 1,000,000 500,000 885,784 445,685 51,005 CHF 30,113 CHF 100.00% 100.00%
12/11/2024 14.50% 0.06 CHF 0.07 CHF 850,000 425,000 786,533 403,468 50,336 CHF 29,867 CHF 99.98% 99.98%
11/11/2024 13.57% 0.07 CHF 0.08 CHF 725,000 375,000 739,334 381,875 50,783 CHF 30,051 CHF 100.00% 100.00%

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