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 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 99.48% 99.48%
19/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 999,522 250,000 14,993 CHF 6,250 CHF 98.51% 98.51%
18/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 985,418 250,000 14,781 CHF 6,250 CHF 98.92% 98.92%
15/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 997,022 250,000 14,955 CHF 6,250 CHF 98.79% 98.79%
14/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,094 250,000 14,911 CHF 6,250 CHF 98.79% 98.79%
13/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 883,261 223,243 13,249 CHF 5,581 CHF 98.56% 98.56%
12/11/2024 50.01% 0.02 CHF 0.03 CHF 500,000 125,000 494,048 125,000 7,410 CHF 3,125 CHF 98.51% 98.51%
11/11/2024 50.00% 0.02 CHF 0.03 CHF 500,000 125,000 493,577 125,000 7,404 CHF 3,125 CHF 99.01% 99.01%
08/11/2024 50.00% 0.02 CHF 0.03 CHF 500,000 125,000 500,000 125,000 7,500 CHF 3,125 CHF 99.45% 99.45%
07/11/2024 50.00% 0.02 CHF 0.03 CHF 500,000 125,000 499,308 125,000 7,490 CHF 3,125 CHF 98.85% 98.85%

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