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 1,000,000 250,000 5,000 CHF 3,750 CHF 99.39% 99.39%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,357 250,000 4,972 CHF 3,750 CHF 98.56% 98.56%
18/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,944 250,000 4,980 CHF 3,750 CHF 99.31% 99.31%
15/11/2024 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%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,836 250,000 4,964 CHF 3,750 CHF 99.35% 99.35%
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,164 250,000 4,966 CHF 3,750 CHF 99.39% 99.39%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,853 250,000 4,969 CHF 3,750 CHF 99.02% 99.02%
11/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,444 250,000 4,977 CHF 3,750 CHF 99.22% 99.22%
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 1,000,000 250,000 993,567 250,000 4,968 CHF 3,750 CHF 99.25% 99.25%

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