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 33.51% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,208 250,000 24,793 CHF 8,741 CHF 99.38% 99.38%
19/11/2024 32.93% 0.03 CHF 0.04 CHF 1,000,000 250,000 981,252 250,000 24,955 CHF 8,856 CHF 99.25% 99.25%
18/11/2024 31.74% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 26,677 CHF 9,169 CHF 99.27% 99.27%
15/11/2024 32.88% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,027 250,000 25,348 CHF 8,874 CHF 99.37% 99.37%
14/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,421 250,000 29,833 CHF 10,000 CHF 99.35% 99.35%
13/11/2024 28.53% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,691 250,000 29,922 CHF 10,020 CHF 99.37% 99.37%
12/11/2024 28.77% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,947 250,000 29,693 CHF 9,961 CHF 99.06% 99.06%
11/11/2024 33.51% 0.03 CHF 0.04 CHF 1,000,000 250,000 996,689 250,000 24,804 CHF 8,718 CHF 99.29% 99.29%
08/11/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 99.37% 99.37%
07/11/2024 29.97% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,000 250,000 28,565 CHF 9,679 CHF 99.22% 99.22%

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