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 - - CHF 0.03 CHF 0 100,000 0 0 0 CHF 0 CHF 0.00% 100.00%
19/11/2024 100.00% 0.01 CHF 0.03 CHF 300,000 100,000 300,000 100,000 3,000 CHF 3,000 CHF 13.38% 100.00%
18/11/2024 100.00% 0.01 CHF 0.03 CHF 300,000 100,000 285,870 95,290 2,859 CHF 2,859 CHF 96.04% 100.00%
15/11/2024 58.16% 0.01 CHF 0.03 CHF 300,000 100,000 300,000 100,000 5,092 CHF 3,000 CHF 83.38% 88.89%
14/11/2024 40.00% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 6,000 CHF 3,000 CHF 99.24% 99.24%
13/11/2024 28.99% 0.03 CHF 0.04 CHF 300,000 100,000 299,112 99,704 9,361 CHF 4,128 CHF 99.40% 99.40%
12/11/2024 27.87% 0.03 CHF 0.04 CHF 300,000 100,000 300,000 100,000 9,331 CHF 4,110 CHF 100.00% 100.00%
11/11/2024 18.27% 0.05 CHF 0.06 CHF 300,000 100,000 300,000 100,000 14,937 CHF 5,979 CHF 100.00% 100.00%
08/11/2024 21.77% 0.04 CHF 0.05 CHF 300,000 100,000 300,000 100,000 12,365 CHF 5,122 CHF 100.00% 100.00%
07/11/2024 19.07% 0.05 CHF 0.06 CHF 300,000 100,000 296,091 98,697 15,060 CHF 6,046 CHF 98.74% 98.74%

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