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 100.66% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,925,530 2,925,530 14,628 CHF 44,006 CHF 100.00% 100.00%
22/11/2024 100.53% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,859,210 2,859,210 14,296 CHF 42,951 CHF 99.82% 99.82%
20/11/2024 100.56% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,953,440 2,953,440 14,767 CHF 44,381 CHF 99.91% 99.91%
19/11/2024 100.52% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,948,660 2,948,660 14,743 CHF 44,292 CHF 100.00% 100.00%
18/11/2024 100.52% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,887,120 2,887,120 14,436 CHF 43,369 CHF 99.64% 99.64%
15/11/2024 74.65% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 1,773,250 1,773,250 14,453 CHF 32,270 CHF 98.89% 98.89%
14/11/2024 78.72% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 1,462,150 1,462,150 12,776 CHF 27,569 CHF 47.76% 94.45%
13/11/2024 - 0.04 CHF - CHF 2,320,400 0 0 0 0 CHF 0 CHF 0.00% 99.78%
12/11/2024 - 0.05 CHF - CHF 2,323,300 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11/11/2024 - 0.05 CHF - CHF 1,949,200 0 0 0 0 CHF 0 CHF 0.00% 99.90%

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