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 27.30% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 31,787 CHF 10,447 CHF 98.43% 98.43%
22/11/2024 28.60% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,027 CHF 10,007 CHF 100.00% 100.00%
20/11/2024 27.69% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 31,399 CHF 10,350 CHF 100.00% 100.00%
19/11/2024 25.19% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,003 CHF 11,251 CHF 99.91% 99.91%
18/11/2024 22.66% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,217 CHF 12,304 CHF 99.88% 99.88%
15/11/2024 20.53% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 254,731 43,820 CHF 13,723 CHF 100.00% 100.00%
14/11/2024 18.74% 0.05 CHF 0.06 CHF 1,000,000 500,000 985,933 391,676 47,848 CHF 23,284 CHF 100.00% 100.00%
13/11/2024 20.32% 0.05 CHF 0.06 CHF 1,000,000 250,000 999,399 268,953 44,297 CHF 14,686 CHF 100.00% 100.00%
12/11/2024 16.75% 0.06 CHF 0.07 CHF 925,000 475,000 922,706 473,568 50,478 CHF 30,645 CHF 99.71% 99.71%
11/11/2024 13.59% 0.07 CHF 0.08 CHF 850,000 425,000 735,323 378,753 50,405 CHF 29,762 CHF 99.84% 99.84%

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