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
25/10/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 100.00% 100.00%
24/10/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 97.40% 97.40%
23/10/2024 48.79% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,663 CHF 6,416 CHF 99.55% 99.55%
22/10/2024 30.78% 0.03 CHF 0.04 CHF 1,000,000 250,000 998,375 249,999 27,629 CHF 9,419 CHF 98.40% 98.40%
21/10/2024 32.83% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,523 CHF 8,881 CHF 99.02% 99.02%
18/10/2024 25.74% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 33,961 CHF 10,990 CHF 100.00% 100.00%
17/10/2024 28.68% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,882 CHF 9,970 CHF 99.76% 99.76%
16/10/2024 33.04% 0.03 CHF 0.04 CHF 1,000,000 250,000 999,864 250,000 25,660 CHF 8,916 CHF 98.55% 98.55%
15/10/2024 28.45% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,523 CHF 10,131 CHF 100.00% 100.00%
14/10/2024 27.76% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 31,229 CHF 10,307 CHF 99.75% 99.75%

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