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 49.84% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,078 CHF 6,269 CHF 100.00% 100.00%
19/11/2024 44.59% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 17,707 CHF 6,927 CHF 99.89% 99.89%
18/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 99.91% 99.91%
15/11/2024 47.98% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 16,010 CHF 6,503 CHF 100.00% 100.00%
14/11/2024 49.95% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,023 CHF 6,256 CHF 100.00% 100.00%
13/11/2024 49.97% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,013 CHF 6,253 CHF 100.00% 100.00%
12/11/2024 50.45% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,169 250,000 14,763 CHF 6,216 CHF 99.66% 99.66%
11/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 99.91% 99.91%
08/11/2024 51.24% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 14,630 CHF 6,157 CHF 100.00% 100.00%
07/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 99.90% 99.90%

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