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 1,000,000 250,000 994,376 250,000 4,972 CHF 3,750 CHF 99.36% 99.36%
19/11/2024 98.39% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,677 250,000 5,225 CHF 3,810 CHF 99.25% 99.25%
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 99.26% 99.26%
15/11/2024 99.16% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,953 250,000 5,101 CHF 3,782 CHF 99.37% 99.37%
14/11/2024 99.01% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,453 250,000 5,126 CHF 3,787 CHF 99.37% 99.37%
13/11/2024 77.46% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,752 250,000 8,338 CHF 4,595 CHF 99.36% 99.36%
12/11/2024 96.40% 0.01 CHF 0.02 CHF 1,000,000 250,000 988,859 250,000 5,484 CHF 3,885 CHF 99.06% 99.06%
11/11/2024 93.39% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,992 CHF 3,998 CHF 99.23% 99.23%
08/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,862 250,000 9,929 CHF 5,000 CHF 99.39% 99.39%
07/11/2024 65.37% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,980 250,000 10,348 CHF 5,097 CHF 99.27% 99.27%

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