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 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 99.80% 99.80%
19/11/2024 35.80% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,737 250,000 22,971 CHF 8,288 CHF 99.70% 99.70%
18/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 99.70% 99.70%
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 99.80% 99.80%
14/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 99.80% 99.80%
13/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 99.80% 99.80%
12/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,002 250,000 19,860 CHF 7,500 CHF 99.50% 99.50%
11/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 99.70% 99.70%
08/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 99.81% 99.81%
07/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 996,516 250,000 19,930 CHF 7,500 CHF 95.70% 95.70%

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