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 1,000,000 250,000 994,636 250,000 4,973 CHF 3,750 CHF 99.39% 99.39%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,614 250,000 4,968 CHF 3,750 CHF 97.56% 97.56%
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 99.29% 99.29%
15/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,381 250,000 4,977 CHF 3,750 CHF 99.37% 99.37%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,140 250,000 4,981 CHF 3,750 CHF 99.35% 99.35%
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,023 250,000 4,980 CHF 3,750 CHF 99.39% 99.39%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 989,656 250,000 4,948 CHF 3,750 CHF 99.07% 99.07%
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 99.25% 99.25%
08/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,316 250,000 4,967 CHF 3,750 CHF 99.38% 99.38%
07/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,336 250,000 4,982 CHF 3,750 CHF 99.27% 99.27%

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