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 64.12% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 16,433 CHF 3,143 CHF 99.37% 99.37%
19/11/2024 63.30% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 16,893 CHF 3,189 CHF 99.38% 99.38%
18/11/2024 58.41% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 21,421 CHF 3,642 CHF 99.26% 99.26%
15/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 15,000 CHF 3,000 CHF 99.38% 99.38%
14/11/2024 53.27% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 22,535 CHF 3,754 CHF 99.37% 99.37%
13/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 15,000 CHF 3,000 CHF 99.38% 99.38%
12/11/2024 56.74% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 20,582 CHF 3,558 CHF 99.38% 99.38%
11/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 15,000 CHF 3,000 CHF 99.38% 99.38%
08/11/2024 60.33% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 18,563 CHF 3,356 CHF 99.38% 99.38%
07/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 15,000 CHF 3,000 CHF 98.36% 98.36%

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