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 1,000,000 250,000 992,918 250,000 4,965 CHF 3,750 CHF 99.38% 99.38%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,193 250,000 4,976 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 99.27% 99.27%
15/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,582 250,000 4,968 CHF 3,750 CHF 99.39% 99.39%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,804 250,000 4,969 CHF 3,750 CHF 99.39% 99.39%
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,362 250,000 4,972 CHF 3,750 CHF 99.38% 99.38%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,663 250,000 4,973 CHF 3,750 CHF 99.10% 99.10%
11/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,443 250,000 4,982 CHF 3,750 CHF 99.28% 99.28%
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 1,000,000 250,000 994,550 250,000 4,973 CHF 3,750 CHF 99.27% 99.27%

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