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 6.86% 91.28%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 4.23% 94.02%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 446,034 92,291 4,460 CHF 1,846 CHF 21.10% 99.97%
15/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 97.19% 97.19%
14/11/2024 64.84% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 5,342 CHF 2,068 CHF 87.40% 87.40%
13/11/2024 67.05% 0.01 CHF 0.02 CHF 500,000 100,000 495,842 99,143 4,958 CHF 1,989 CHF 98.93% 98.93%
12/11/2024 42.27% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 9,654 CHF 2,931 CHF 96.49% 96.49%
11/11/2024 27.29% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 16,006 CHF 4,201 CHF 98.15% 98.15%
08/11/2024 37.92% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,908 CHF 3,182 CHF 98.64% 98.64%
07/11/2024 26.83% 0.04 CHF 0.05 CHF 500,000 100,000 481,944 97,421 16,999 CHF 4,416 CHF 88.87% 88.87%

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