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 39.84% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,472 250,000 19,967 CHF 7,529 CHF 98.85% 98.85%
19/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 977,113 250,000 19,542 CHF 7,500 CHF 98.75% 98.75%
18/11/2024 40.20% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,899 CHF 7,475 CHF 99.13% 99.13%
15/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 99.40% 99.40%
14/11/2024 48.04% 0.02 CHF 0.03 CHF 1,000,000 250,000 989,137 250,000 15,815 CHF 6,494 CHF 98.47% 98.47%
13/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 884,383 222,151 17,690 CHF 6,665 CHF 99.00% 99.00%
12/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 125,000 490,290 125,000 9,806 CHF 3,750 CHF 98.45% 98.45%
11/11/2024 41.22% 0.02 CHF 0.03 CHF 500,000 125,000 492,489 125,000 9,561 CHF 3,674 CHF 99.35% 99.35%
08/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 125,000 500,000 125,000 10,000 CHF 3,750 CHF 99.43% 99.43%
07/11/2024 40.42% 0.02 CHF 0.03 CHF 500,000 125,000 493,388 125,000 9,776 CHF 3,724 CHF 99.25% 99.25%

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