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
13/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,014 250,000 4,980 CHF 3,750 CHF 99.38% 99.38%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 989,466 250,000 4,947 CHF 3,750 CHF 99.08% 99.08%
11/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.27% 99.27%
08/11/2024 96.63% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,213 250,000 5,472 CHF 3,876 CHF 99.38% 99.38%
07/11/2024 52.04% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,217 250,000 14,338 CHF 6,099 CHF 99.25% 99.25%
06/11/2024 40.52% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,621 250,000 19,667 CHF 7,439 CHF 99.38% 99.38%
05/11/2024 40.02% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,992 CHF 7,498 CHF 99.38% 99.38%
04/11/2024 40.07% 0.02 CHF 0.03 CHF 1,000,000 250,000 990,518 250,000 19,776 CHF 7,491 CHF 97.50% 97.50%
01/11/2024 43.04% 0.02 CHF 0.03 CHF 1,000,000 250,000 988,879 250,000 18,273 CHF 7,120 CHF 97.68% 97.68%
31/10/2024 41.41% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,296 CHF 7,324 CHF 99.38% 99.38%

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