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 62.36% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 17,421 CHF 4,323 CHF 99.37% 99.37%
19/11/2024 65.29% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,773 CHF 4,103 CHF 99.37% 99.37%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.22% 99.22%
15/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.37% 99.37%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.38% 99.38%
13/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.37% 99.37%
12/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.37% 99.37%
11/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.37% 99.37%
08/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.37% 99.37%
07/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.28% 99.28%

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