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 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,180 250,000 4,976 CHF 3,750 CHF 99.37% 99.37%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.27% 99.27%
18/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.25% 99.25%
15/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,896 250,000 4,979 CHF 3,750 CHF 99.37% 99.37%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,632 250,000 4,983 CHF 3,750 CHF 99.35% 99.35%
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,593 250,000 4,983 CHF 3,750 CHF 99.37% 99.37%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 990,701 250,000 4,954 CHF 3,750 CHF 99.06% 99.06%
11/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.26% 99.26%
08/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,715 250,000 4,969 CHF 3,750 CHF 99.38% 99.38%
07/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,890 250,000 4,984 CHF 3,750 CHF 99.24% 99.24%

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