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 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,660 2,987,660 29,877 CHF 59,753 CHF 100.00% 100.00%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,630 2,987,630 29,876 CHF 59,753 CHF 100.00% 100.00%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,630 2,987,630 29,876 CHF 59,753 CHF 100.00% 100.00%
15/11/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,630 2,987,630 29,876 CHF 59,753 CHF 100.00% 100.00%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,670 2,987,670 29,877 CHF 59,753 CHF 100.00% 100.00%
13/11/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,630 2,987,630 29,876 CHF 59,753 CHF 100.00% 100.00%
12/11/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,700 2,987,700 29,877 CHF 59,754 CHF 100.00% 100.00%
11/11/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,630 2,987,630 29,877 CHF 59,754 CHF 100.00% 100.00%
08/11/2024 66.19% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,987,630 2,987,630 30,310 CHF 60,186 CHF 100.00% 100.00%
07/11/2024 50.00% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,987,630 2,987,630 44,814 CHF 74,691 CHF 100.00% 100.00%

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