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 126.58% 0.01 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 6,013 CHF 6,503 CHF 99.47% 99.47%
19/11/2024 82.58% 0.01 CHF 0.03 CHF 1,000,000 250,000 982,348 250,000 14,386 CHF 8,678 CHF 98.75% 98.75%
18/11/2024 100.00% 0.01 CHF 0.03 CHF 1,000,000 250,000 985,328 250,000 9,853 CHF 7,500 CHF 99.20% 99.20%
15/11/2024 100.38% 0.01 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 9,943 CHF 7,486 CHF 99.23% 99.23%
14/11/2024 133.33% 0.01 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 6,250 CHF 99.41% 99.41%
13/11/2024 133.33% 0.01 CHF 0.03 CHF 1,000,000 250,000 880,881 223,093 4,404 CHF 5,577 CHF 98.57% 98.57%
12/11/2024 132.56% 0.01 CHF 0.03 CHF 500,000 125,000 500,000 125,000 2,558 CHF 3,139 CHF 99.09% 99.09%
11/11/2024 180.95% 0.00 CHF 0.02 CHF 500,000 125,000 493,129 125,000 493 CHF 2,500 CHF 99.11% 99.11%
08/11/2024 180.95% 0.00 CHF 0.02 CHF 500,000 125,000 500,000 125,000 500 CHF 2,500 CHF 99.43% 99.43%
07/11/2024 180.25% 0.00 CHF 0.02 CHF 500,000 125,000 500,000 125,000 529 CHF 2,512 CHF 99.24% 99.24%

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