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 163.90% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,952,310 2,952,310 2,952 CHF 29,603 CHF 99.89% 99.89%
19/11/2024 163.87% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,878,710 2,878,710 2,879 CHF 28,843 CHF 99.95% 99.95%
18/11/2024 163.87% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,601,430 2,601,430 2,601 CHF 26,071 CHF 98.92% 99.89%
15/11/2024 163.96% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,946,560 2,946,560 2,947 CHF 29,596 CHF 100.00% 100.00%
14/11/2024 163.87% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,890,240 2,890,240 2,890 CHF 28,959 CHF 99.76% 99.76%
13/11/2024 163.87% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,920,430 2,920,430 2,920 CHF 29,260 CHF 100.00% 100.00%
12/11/2024 163.87% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,824,300 2,824,300 2,824 CHF 28,299 CHF 99.95% 99.95%
11/11/2024 163.87% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,729,850 2,729,850 2,730 CHF 27,355 CHF 99.35% 99.35%
08/11/2024 163.87% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,735,170 2,735,170 2,735 CHF 27,408 CHF 99.53% 99.53%
07/11/2024 163.90% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,904,320 2,904,320 2,904 CHF 29,121 CHF 99.86% 99.86%

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