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 99.45% 99.45%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 999,649 250,000 4,998 CHF 3,750 CHF 98.87% 98.87%
18/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 978,295 250,000 4,891 CHF 3,750 CHF 99.34% 99.34%
15/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 999,890 250,000 4,999 CHF 3,750 CHF 98.52% 98.52%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,832 250,000 4,979 CHF 3,750 CHF 95.47% 95.47%
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 892,535 223,261 4,463 CHF 3,349 CHF 98.98% 98.98%
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 98.27% 98.27%
11/11/2024 100.00% 0.01 CHF 0.02 CHF 500,000 125,000 492,279 125,000 2,461 CHF 1,875 CHF 98.15% 98.15%
08/11/2024 100.00% 0.01 CHF 0.02 CHF 500,000 125,000 498,500 125,000 2,493 CHF 1,875 CHF 98.80% 98.80%
07/11/2024 100.00% 0.01 CHF 0.02 CHF 500,000 125,000 500,000 125,000 2,500 CHF 1,875 CHF 99.24% 99.24%

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