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 - - CHF 0.02 CHF 0 550,000 0 0 0 CHF 0 CHF 0.00% 100.00%
19/11/2024 - - CHF 0.02 CHF 0 530,000 0 0 0 CHF 0 CHF 0.00% 99.85%
18/11/2024 163.90% 0.00 CHF 0.02 CHF 530,000 530,000 523,663 523,663 1,047 CHF 10,484 CHF 91.33% 100.00%
15/11/2024 163.88% 0.00 CHF 0.02 CHF 530,000 530,000 516,251 516,251 1,033 CHF 10,335 CHF 100.00% 100.00%
14/11/2024 163.88% 0.00 CHF 0.02 CHF 520,000 520,000 522,054 522,054 1,044 CHF 10,451 CHF 99.04% 99.04%
13/11/2024 163.88% 0.00 CHF 0.02 CHF 530,000 530,000 516,309 516,309 1,033 CHF 10,336 CHF 99.00% 99.00%
12/11/2024 163.75% 0.00 CHF 0.02 CHF 520,000 520,000 497,235 497,235 994 CHF 9,949 CHF 51.19% 97.74%
11/11/2024 163.88% 0.00 CHF 0.02 CHF 440,000 440,000 432,597 432,597 865 CHF 8,660 CHF 100.00% 100.00%
08/11/2024 163.88% 0.00 CHF 0.02 CHF 440,000 440,000 435,539 435,539 871 CHF 8,719 CHF 98.88% 98.88%
07/11/2024 163.88% 0.00 CHF 0.02 CHF 430,000 430,000 426,409 426,409 853 CHF 8,536 CHF 100.00% 100.00%

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