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 100.00% 0.01 CHF 0.03 CHF 100,000 100,000 100,000 100,000 1,000 CHF 3,000 CHF 100.00% 100.00%
19/11/2024 100.00% 0.01 CHF 0.03 CHF 100,000 100,000 100,000 100,000 1,000 CHF 3,000 CHF 100.00% 100.00%
18/11/2024 104.41% 0.01 CHF 0.03 CHF 100,000 100,000 94,486 94,486 945 CHF 3,000 CHF 100.00% 100.00%
15/11/2024 82.43% 0.01 CHF 0.03 CHF 100,000 100,000 100,000 100,000 1,509 CHF 3,485 CHF 100.00% 100.00%
14/11/2024 65.62% 0.02 CHF 0.04 CHF 100,000 100,000 100,000 100,000 1,967 CHF 3,888 CHF 99.24% 99.24%
13/11/2024 67.86% 0.02 CHF 0.04 CHF 100,000 100,000 185,530 99,704 3,691 CHF 3,988 CHF 99.39% 99.39%
12/11/2024 66.67% 0.02 CHF 0.04 CHF 100,000 100,000 197,200 100,000 3,944 CHF 4,000 CHF 100.00% 100.00%
11/11/2024 66.67% 0.02 CHF 0.04 CHF 300,000 100,000 300,000 100,000 6,000 CHF 4,000 CHF 100.00% 100.00%
08/11/2024 66.67% 0.02 CHF 0.04 CHF 300,000 100,000 279,565 100,000 5,591 CHF 4,000 CHF 100.00% 100.00%
07/11/2024 69.45% 0.02 CHF 0.04 CHF 300,000 100,000 294,271 98,697 5,786 CHF 3,948 CHF 98.74% 98.74%

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