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 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.39% 99.39%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,391 250,000 9,944 CHF 5,000 CHF 99.25% 99.25%
18/11/2024 66.74% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,054 250,000 9,949 CHF 4,997 CHF 99.30% 99.30%
15/11/2024 72.88% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 9,233 CHF 4,808 CHF 99.39% 99.39%
14/11/2024 70.07% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,844 250,000 9,419 CHF 4,873 CHF 99.35% 99.35%
13/11/2024 75.31% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,308 250,000 8,637 CHF 4,676 CHF 99.37% 99.37%
12/11/2024 82.27% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,866 250,000 7,661 CHF 4,423 CHF 99.05% 99.05%
11/11/2024 66.21% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,422 250,000 10,097 CHF 5,036 CHF 99.27% 99.27%
08/11/2024 69.02% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 9,652 CHF 4,913 CHF 99.39% 99.39%
07/11/2024 72.91% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,561 250,000 8,999 CHF 4,766 CHF 99.26% 99.26%

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