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 67.32% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 1,900,760 1,900,760 19,008 CHF 38,076 CHF 99.90% 99.90%
19/11/2024 67.33% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,050,560 2,050,560 20,506 CHF 41,081 CHF 98.91% 98.91%
18/11/2024 67.39% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,219,670 2,219,670 22,197 CHF 44,491 CHF 99.58% 99.58%
15/11/2024 67.46% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,142,140 2,142,140 21,421 CHF 42,955 CHF 99.89% 99.89%
14/11/2024 67.27% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,206,250 2,206,250 22,052 CHF 44,166 CHF 98.85% 98.85%
13/11/2024 67.22% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,085,470 2,085,470 20,855 CHF 41,754 CHF 100.00% 100.00%
12/11/2024 67.38% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 1,810,910 1,810,910 18,109 CHF 36,307 CHF 100.00% 100.00%
11/11/2024 58.21% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 1,642,170 1,642,170 19,932 CHF 36,519 CHF 99.93% 99.93%
08/11/2024 73.18% 0.02 CHF 0.03 CHF 2,969,000 2,969,000 1,120,260 1,120,260 16,794 CHF 29,084 CHF 100.00% 100.00%
07/11/2024 51.45% 0.02 CHF 0.03 CHF 2,768,600 2,768,600 1,319,810 1,319,810 19,046 CHF 32,277 CHF 98.68% 98.68%

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