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 1,000,000 250,000 992,586 250,000 4,963 CHF 3,750 CHF 99.39% 99.39%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,062 250,000 4,975 CHF 3,750 CHF 99.26% 99.26%
18/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,640 250,000 4,983 CHF 3,750 CHF 99.31% 99.31%
15/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,513 250,000 4,968 CHF 3,750 CHF 99.38% 99.38%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,829 250,000 4,969 CHF 3,750 CHF 99.36% 99.36%
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,221 250,000 4,971 CHF 3,750 CHF 99.37% 99.37%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,604 250,000 4,973 CHF 3,750 CHF 99.04% 99.04%
11/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,309 250,000 4,982 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 99.39% 99.39%
07/11/2024 80.09% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,379 250,000 7,931 CHF 4,497 CHF 99.25% 99.25%

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