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 57.17% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 12,849 CHF 5,712 CHF 99.38% 99.38%
19/11/2024 50.24% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,553 250,000 14,925 CHF 6,255 CHF 99.28% 99.28%
18/11/2024 40.03% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,504 250,000 19,897 CHF 7,497 CHF 99.30% 99.30%
15/11/2024 41.85% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 19,180 CHF 7,295 CHF 99.38% 99.38%
14/11/2024 46.76% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 16,620 CHF 6,655 CHF 99.34% 99.34%
13/11/2024 40.81% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,793 250,000 19,632 CHF 7,444 CHF 99.36% 99.36%
12/11/2024 30.46% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,238 250,000 27,854 CHF 9,514 CHF 99.08% 99.08%
11/11/2024 21.44% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,028 250,000 41,562 CHF 12,940 CHF 99.26% 99.26%
08/11/2024 19.63% 0.04 CHF 0.05 CHF 1,000,000 250,000 973,585 297,690 45,028 CHF 17,246 CHF 99.39% 99.39%
07/11/2024 14.30% 0.08 CHF 0.09 CHF 725,000 375,000 784,736 394,051 50,972 CHF 29,605 CHF 99.27% 99.27%

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