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 1,000,000 250,000 994,607 250,000 4,973 CHF 3,750 CHF 99.38% 99.38%
19/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.25% 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 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,242 250,000 4,976 CHF 3,750 CHF 99.37% 99.37%
14/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,819 250,000 4,979 CHF 3,750 CHF 99.37% 99.37%
13/11/2024 99.50% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,070 250,000 5,056 CHF 3,769 CHF 99.36% 99.36%
12/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 989,724 250,000 9,897 CHF 5,000 CHF 99.03% 99.03%
11/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.23% 99.23%
08/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,091 250,000 9,931 CHF 5,000 CHF 99.39% 99.39%
07/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,272 250,000 9,963 CHF 5,000 CHF 99.25% 99.25%

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