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 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.95% 99.95%
19/11/2024 28.06% 0.03 CHF 0.04 CHF 1,000,000 250,000 963,478 250,000 29,441 CHF 10,179 CHF 99.76% 99.76%
18/11/2024 28.42% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 30,211 CHF 10,053 CHF 99.90% 99.90%
15/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 100.00% 100.00%
14/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.55% 99.55%
13/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.94% 99.94%
12/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.81% 99.81%
11/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.81% 99.81%
08/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.86% 99.86%
07/11/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.89% 99.89%

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