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 33.21% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,197 250,000 24,957 CHF 8,782 CHF 99.38% 99.38%
19/11/2024 32.32% 0.03 CHF 0.04 CHF 1,000,000 250,000 980,904 250,000 25,599 CHF 9,019 CHF 99.27% 99.27%
18/11/2024 31.43% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 27,017 CHF 9,254 CHF 99.23% 99.23%
15/11/2024 24.07% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,951 250,000 36,670 CHF 11,728 CHF 99.38% 99.38%
14/11/2024 32.55% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,447 250,000 25,680 CHF 8,955 CHF 99.34% 99.34%
13/11/2024 27.92% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,578 250,000 30,992 CHF 10,289 CHF 99.38% 99.38%
12/11/2024 23.60% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,909 254,066 37,716 CHF 12,204 CHF 99.08% 99.08%
11/11/2024 15.85% 0.05 CHF 0.06 CHF 1,000,000 500,000 857,604 434,030 49,873 CHF 29,583 CHF 99.27% 99.27%

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