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 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,437 250,000 14,902 CHF 6,250 CHF 99.39% 99.39%
19/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,705 250,000 14,936 CHF 6,250 CHF 99.26% 99.26%
18/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 99.28% 99.28%
15/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,258 250,000 14,914 CHF 6,250 CHF 99.38% 99.38%
14/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,614 250,000 14,919 CHF 6,250 CHF 99.37% 99.37%
13/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,881 250,000 14,923 CHF 6,250 CHF 99.38% 99.38%
12/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 987,707 250,000 14,816 CHF 6,250 CHF 99.07% 99.07%
11/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 99.28% 99.28%
08/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,313 250,000 14,885 CHF 6,250 CHF 99.38% 99.38%
07/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,141 250,000 14,927 CHF 6,250 CHF 99.27% 99.27%

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