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
28/11/2024 57.06% 0.01 CHF 0.02 CHF 1,000,000 600,000 1,000,000 600,000 13,603 CHF 14,162 CHF 99.23% 99.23%
27/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 600,000 1,000,000 600,000 10,000 CHF 12,000 CHF 99.17% 99.17%
26/11/2024 63.24% 0.01 CHF 0.02 CHF 1,000,000 600,000 1,000,000 600,000 11,283 CHF 12,770 CHF 94.43% 94.43%
25/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 600,000 1,000,000 600,000 20,000 CHF 18,000 CHF 99.17% 99.17%
22/11/2024 37.76% 0.02 CHF 0.03 CHF 1,000,000 600,000 1,000,000 600,000 21,961 CHF 19,177 CHF 99.17% 99.17%
20/11/2024 28.79% 0.02 CHF 0.03 CHF 1,000,000 600,000 1,000,000 600,000 30,091 CHF 24,054 CHF 99.17% 99.17%
19/11/2024 27.58% 0.03 CHF 0.04 CHF 1,000,000 600,000 1,000,000 600,000 31,558 CHF 24,935 CHF 99.16% 99.16%
18/11/2024 21.35% 0.04 CHF 0.05 CHF 1,000,000 600,000 1,000,000 600,000 42,154 CHF 31,292 CHF 99.23% 99.23%
15/11/2024 17.19% 0.05 CHF 0.06 CHF 1,000,000 600,000 1,000,000 553,696 53,529 CHF 34,994 CHF 99.17% 99.17%
14/11/2024 16.17% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 529,210 57,186 CHF 35,357 CHF 99.15% 99.15%

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