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 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.19% 98.19%
19/11/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.29% 98.29%
18/11/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.34% 99.34%
15/11/2024 148.74% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,753 CHF 5,876 CHF 87.57% 98.44%
14/11/2024 138.30% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,260 CHF 6,130 CHF 95.83% 95.83%
13/11/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 97.68% 97.68%
12/11/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 91.87% 91.87%
11/11/2024 155.93% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,461 CHF 5,730 CHF 98.32% 98.32%
08/11/2024 100.27% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,066 CHF 7,533 CHF 92.20% 92.20%
07/11/2024 104.24% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,656 CHF 7,328 CHF 96.75% 96.75%

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