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
25/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 97.93% 97.93%
22/11/2024 67.02% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,381 250,000 9,871 CHF 4,987 CHF 99.39% 99.39%
20/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,057 250,000 9,951 CHF 5,000 CHF 99.38% 99.38%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,549 250,000 9,935 CHF 5,000 CHF 97.59% 97.59%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.25% 99.25%
15/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,676 250,000 9,957 CHF 5,000 CHF 99.39% 99.39%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,321 250,000 9,963 CHF 5,000 CHF 99.38% 99.38%
13/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,400 250,000 9,964 CHF 5,000 CHF 99.39% 99.39%
12/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 990,701 250,000 9,907 CHF 5,000 CHF 99.03% 99.03%
11/11/2024 66.48% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,056 CHF 5,014 CHF 99.28% 99.28%

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