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 1,000,000 250,000 992,924 250,000 4,965 CHF 3,750 CHF 99.38% 99.38%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,266 250,000 4,976 CHF 3,750 CHF 99.28% 99.28%
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 99.28% 99.28%
15/11/2024 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%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,875 250,000 4,969 CHF 3,750 CHF 99.38% 99.38%
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,286 250,000 4,971 CHF 3,750 CHF 99.39% 99.39%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,741 250,000 4,974 CHF 3,750 CHF 99.09% 99.09%
11/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,508 250,000 4,983 CHF 3,750 CHF 99.27% 99.27%
08/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.38% 99.38%
07/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,493 250,000 4,972 CHF 3,750 CHF 99.25% 99.25%

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