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 66.82% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 9,977 CHF 4,994 CHF 99.49% 99.49%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 98.66% 98.66%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 985,440 250,000 9,854 CHF 5,000 CHF 99.31% 99.31%
15/11/2024 68.27% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 9,760 CHF 4,940 CHF 99.33% 99.33%
14/11/2024 67.01% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 9,948 CHF 4,987 CHF 99.47% 99.47%
13/11/2024 68.45% 0.01 CHF 0.02 CHF 1,000,000 250,000 886,276 223,384 8,595 CHF 4,401 CHF 99.12% 99.12%
12/11/2024 66.91% 0.01 CHF 0.02 CHF 500,000 125,000 496,313 125,000 4,945 CHF 2,495 CHF 99.15% 99.15%
11/11/2024 75.78% 0.01 CHF 0.02 CHF 500,000 125,000 492,636 125,000 4,270 CHF 2,329 CHF 99.32% 99.32%
08/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 125,000 500,000 125,000 5,000 CHF 2,500 CHF 99.47% 99.47%
07/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 125,000 489,245 125,000 4,892 CHF 2,500 CHF 20.16% 20.16%

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