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 1,000,000 250,000 992,748 250,000 4,964 CHF 3,750 CHF 99.37% 99.37%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 982,157 250,000 4,911 CHF 3,750 CHF 98.98% 98.98%
18/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,874 250,000 4,984 CHF 3,750 CHF 99.25% 99.25%
15/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,511 250,000 4,968 CHF 3,750 CHF 99.38% 99.38%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,586 250,000 4,968 CHF 3,750 CHF 99.38% 99.38%
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,298 250,000 4,971 CHF 3,750 CHF 99.36% 99.36%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,719 250,000 4,974 CHF 3,750 CHF 99.06% 99.06%
11/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,251 250,000 4,981 CHF 3,750 CHF 99.29% 99.29%
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 99.39% 99.39%
07/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,447 250,000 4,972 CHF 3,750 CHF 99.25% 99.25%

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