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 65.06% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,458 CHF 2,858 CHF 100.00% 100.00%
19/11/2024 56.85% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,866 CHF 3,302 CHF 100.00% 100.00%
18/11/2024 83.66% 0.01 CHF 0.02 CHF 140,000 140,000 139,870 139,870 1,156 CHF 2,799 CHF 99.06% 99.06%
15/11/2024 103.38% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 895 CHF 2,800 CHF 100.00% 100.00%
14/11/2024 94.15% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,013 CHF 2,800 CHF 99.08% 99.08%
13/11/2024 80.03% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,204 CHF 2,800 CHF 100.00% 100.00%
12/11/2024 84.94% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,131 CHF 2,800 CHF 100.00% 100.00%
11/11/2024 85.71% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,120 CHF 2,800 CHF 100.00% 100.00%
08/11/2024 77.65% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,239 CHF 2,800 CHF 100.00% 100.00%
07/11/2024 66.97% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,398 CHF 2,804 CHF 99.67% 99.67%

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