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 1,000,000 250,000 994,533 250,000 4,973 CHF 3,750 CHF 99.09% 99.09%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 986,122 250,000 4,931 CHF 3,750 CHF 97.84% 97.84%
18/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.32% 99.32%
15/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 990,748 250,000 4,954 CHF 3,750 CHF 99.35% 99.35%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 983,651 250,000 4,918 CHF 3,750 CHF 99.47% 99.47%
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 876,142 222,364 4,381 CHF 3,335 CHF 99.20% 99.20%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 500,000 125,000 490,123 125,000 2,451 CHF 1,875 CHF 99.00% 99.00%
11/11/2024 100.00% 0.01 CHF 0.02 CHF 500,000 125,000 500,000 125,000 2,500 CHF 1,875 CHF 99.33% 99.33%
08/11/2024 100.00% 0.01 CHF 0.02 CHF 500,000 125,000 500,000 125,000 2,500 CHF 1,875 CHF 99.47% 99.47%
07/11/2024 100.00% 0.01 CHF 0.02 CHF 500,000 125,000 492,742 125,000 2,464 CHF 1,875 CHF 99.23% 99.23%

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