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 99.49% 99.49%
19/11/2024 40.98% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,509 CHF 7,377 CHF 99.32% 99.32%
18/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,413 250,000 19,848 CHF 7,500 CHF 99.25% 99.25%
15/11/2024 39.99% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,006 CHF 7,501 CHF 99.33% 99.33%
14/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,887 250,000 19,858 CHF 7,500 CHF 98.81% 98.81%
13/11/2024 40.01% 0.02 CHF 0.03 CHF 1,000,000 250,000 885,707 222,948 17,707 CHF 6,687 CHF 98.81% 98.81%
12/11/2024 40.05% 0.02 CHF 0.03 CHF 500,000 125,000 500,000 125,000 9,987 CHF 3,747 CHF 99.09% 99.09%
11/11/2024 45.56% 0.02 CHF 0.03 CHF 500,000 125,000 500,000 125,000 8,609 CHF 3,402 CHF 99.31% 99.31%
08/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 125,000 500,000 125,000 10,000 CHF 3,750 CHF 99.32% 99.32%
07/11/2024 39.84% 0.02 CHF 0.03 CHF 500,000 125,000 500,000 125,000 10,061 CHF 3,765 CHF 99.02% 99.02%

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