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 1,500,000 250,000 1,500,000 250,000 15,000 CHF 5,000 CHF 99.37% 99.37%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 15,000 CHF 5,000 CHF 99.38% 99.38%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 15,000 CHF 5,000 CHF 99.23% 99.23%
15/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 15,000 CHF 5,000 CHF 99.37% 99.37%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 15,000 CHF 5,000 CHF 99.37% 99.37%
13/11/2024 65.19% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 15,832 CHF 5,139 CHF 99.37% 99.37%
12/11/2024 40.00% 0.02 CHF 0.03 CHF 1,500,000 250,000 1,500,000 250,000 30,000 CHF 7,500 CHF 99.38% 99.38%
11/11/2024 39.71% 0.02 CHF 0.03 CHF 1,500,000 250,000 1,500,000 250,000 30,377 CHF 7,563 CHF 99.37% 99.37%
08/11/2024 40.00% 0.02 CHF 0.03 CHF 1,500,000 250,000 1,500,000 250,000 30,000 CHF 7,500 CHF 99.37% 99.37%
07/11/2024 64.58% 0.02 CHF 0.03 CHF 1,500,000 250,000 1,500,000 250,000 16,171 CHF 5,195 CHF 99.29% 99.29%

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