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 1,000,000 250,000 994,415 250,000 9,944 CHF 5,000 CHF 99.39% 99.39%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,771 250,000 9,968 CHF 5,000 CHF 99.28% 99.28%
18/11/2024 63.97% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,810 CHF 5,202 CHF 99.29% 99.29%
15/11/2024 64.13% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,005 250,000 10,712 CHF 5,190 CHF 99.39% 99.39%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,692 250,000 9,957 CHF 5,000 CHF 99.37% 99.37%
13/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,721 250,000 9,957 CHF 5,000 CHF 99.39% 99.39%
12/11/2024 65.14% 0.01 CHF 0.02 CHF 1,000,000 250,000 989,086 250,000 10,314 CHF 5,115 CHF 99.09% 99.09%
11/11/2024 57.53% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,152 250,000 12,654 CHF 5,685 CHF 91.14% 91.14%
08/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,028 250,000 9,930 CHF 5,000 CHF 99.39% 99.39%
07/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,107 250,000 9,961 CHF 5,000 CHF 99.26% 99.26%

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