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 1,000,000 250,000 993,339 250,000 4,967 CHF 3,750 CHF 99.38% 99.38%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,573 250,000 4,978 CHF 3,750 CHF 99.28% 99.28%
18/11/2024 99.78% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,034 CHF 3,758 CHF 99.29% 99.29%
15/11/2024 97.13% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,135 250,000 5,402 CHF 3,858 CHF 99.38% 99.38%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,570 250,000 4,973 CHF 3,750 CHF 99.35% 99.35%
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,894 250,000 4,974 CHF 3,750 CHF 99.36% 99.36%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 987,506 250,000 4,938 CHF 3,750 CHF 99.04% 99.04%
11/11/2024 99.96% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,007 CHF 3,752 CHF 99.25% 99.25%
08/11/2024 84.12% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 7,383 CHF 4,346 CHF 99.39% 99.39%
07/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,044 250,000 9,950 CHF 5,000 CHF 99.26% 99.26%

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