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 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 99.97% 99.97%
19/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 99.81% 99.81%
18/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,629 250,000 19,853 CHF 7,500 CHF 99.90% 99.90%
15/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 100.00% 100.00%
14/11/2024 38.63% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 21,028 CHF 7,757 CHF 99.59% 99.59%
13/11/2024 36.42% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 22,687 CHF 8,172 CHF 99.95% 99.95%
12/11/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 99.78% 99.78%
11/11/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 99.81% 99.81%
08/11/2024 32.89% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,464 CHF 8,866 CHF 99.83% 99.83%
07/11/2024 29.19% 0.03 CHF 0.04 CHF 1,000,000 250,000 982,913 250,000 28,841 CHF 9,838 CHF 99.89% 99.89%

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