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 50.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,820 1,460,910 43,827 CHF 36,523 CHF 100.00% 100.00%
19/11/2024 50.02% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,920,560 1,460,280 43,808 CHF 36,513 CHF 100.00% 100.00%
18/11/2024 50.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,710 1,460,860 43,826 CHF 36,521 CHF 99.78% 99.78%
15/11/2024 50.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,820 1,460,910 43,827 CHF 36,523 CHF 100.00% 100.00%
14/11/2024 50.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,929,180 1,464,590 43,938 CHF 36,615 CHF 99.74% 99.74%
13/11/2024 50.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,820 1,460,910 43,827 CHF 36,523 CHF 100.00% 100.00%
12/11/2024 50.09% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,919,020 1,459,510 43,785 CHF 36,516 CHF 100.00% 100.00%
11/11/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,820 1,460,910 58,436 CHF 43,827 CHF 100.00% 100.00%
08/11/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,230 1,460,620 58,425 CHF 43,818 CHF 99.20% 99.20%
07/11/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,937,780 1,468,890 58,756 CHF 44,067 CHF 97.17% 97.17%

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