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 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 30,000 CHF 60,000 CHF 100.00% 100.00%
22/11/2024 80.85% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 23,616 CHF 53,616 CHF 100.00% 100.00%
20/11/2024 66.67% 0.01 CHF 0.02 CHF 2,984,700 2,984,700 2,949,430 2,949,430 29,494 CHF 58,989 CHF 100.00% 100.00%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 2,781,500 2,781,500 2,830,510 2,830,510 28,305 CHF 56,610 CHF 100.00% 100.00%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 2,766,300 2,766,300 2,760,270 2,760,270 27,603 CHF 55,205 CHF 100.00% 100.00%
15/11/2024 66.67% 0.01 CHF 0.02 CHF 2,814,300 2,814,300 2,767,660 2,767,660 27,677 CHF 55,353 CHF 100.00% 100.00%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 2,877,500 2,877,500 2,886,700 2,886,700 28,867 CHF 57,734 CHF 100.00% 100.00%
13/11/2024 66.67% 0.01 CHF 0.02 CHF 2,702,100 2,702,100 2,702,100 2,702,100 27,021 CHF 54,042 CHF 100.00% 100.00%
12/11/2024 66.67% 0.01 CHF 0.02 CHF 2,426,600 2,426,600 2,387,740 2,387,740 23,877 CHF 47,755 CHF 99.86% 99.86%
11/11/2024 66.67% 0.01 CHF 0.02 CHF 2,360,000 2,360,000 2,359,000 2,359,000 23,590 CHF 47,180 CHF 99.66% 99.66%

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