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 1,000,000 250,000 5,000 CHF 3,750 CHF 99.25% 99.25%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 999,653 250,000 4,998 CHF 3,750 CHF 99.01% 99.01%
18/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 987,604 250,000 4,938 CHF 3,750 CHF 97.52% 97.52%
15/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 999,899 250,000 4,999 CHF 3,750 CHF 98.45% 98.45%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,830 250,000 4,979 CHF 3,750 CHF 95.52% 95.52%
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 892,857 223,226 4,464 CHF 3,348 CHF 98.88% 98.88%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 500,000 125,000 499,937 125,000 2,500 CHF 1,875 CHF 98.26% 98.26%
11/11/2024 100.00% 0.01 CHF 0.02 CHF 500,000 125,000 491,566 125,000 2,458 CHF 1,875 CHF 99.31% 99.31%
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 99.42% 99.42%
07/11/2024 100.00% 0.01 CHF 0.02 CHF 500,000 125,000 499,992 125,000 2,500 CHF 1,875 CHF 98.85% 98.85%

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