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 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 13.10% 79.28%
19/11/2024 - 0.01 CHF 0.01 CHF 500,000 100,000 0 0 0 CHF 0 CHF 0.00% 99.99%
18/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 100,000 500,000 85,098 5,000 CHF 1,702 CHF 29.89% 29.89%
15/11/2024 - - CHF 0.01 CHF 0 100,000 0 0 0 CHF 0 CHF 0.00% 94.38%
14/11/2024 - - CHF 0.01 CHF 0 100,000 0 0 0 CHF 0 CHF 0.00% 97.20%
13/11/2024 - - CHF 0.01 CHF 0 100,000 0 0 0 CHF 0 CHF 0.00% 98.89%
12/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 38.15% 55.04%
11/11/2024 30.94% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 13,962 CHF 3,792 CHF 90.84% 90.84%
08/11/2024 31.70% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 13,630 CHF 3,726 CHF 87.11% 87.11%
07/11/2024 36.13% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 98,646 11,749 CHF 3,309 CHF 94.98% 94.98%

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