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 163.91% 0.00 CHF 0.02 CHF 560,000 560,000 225,880 225,880 452 CHF 4,527 CHF 97.71% 99.89%
19/11/2024 163.87% 0.00 CHF 0.02 CHF 560,000 560,000 223,523 223,523 447 CHF 4,478 CHF 99.95% 99.95%
18/11/2024 163.87% 0.00 CHF 0.02 CHF 560,000 560,000 218,171 218,171 436 CHF 4,371 CHF 99.79% 99.89%
15/11/2024 144.71% 0.00 CHF 0.02 CHF 560,000 560,000 223,228 223,228 622 CHF 4,476 CHF 100.00% 100.00%
14/11/2024 164.01% 0.00 CHF 0.02 CHF 540,000 540,000 216,285 216,285 433 CHF 4,344 CHF 99.76% 99.76%
13/11/2024 164.01% 0.00 CHF 0.02 CHF 560,000 560,000 229,057 229,057 458 CHF 4,600 CHF 100.00% 100.00%
12/11/2024 164.01% 0.00 CHF 0.02 CHF 560,000 560,000 223,788 223,788 448 CHF 4,494 CHF 99.95% 99.95%
11/11/2024 163.93% 0.00 CHF 0.02 CHF 540,000 540,000 208,999 208,999 418 CHF 4,191 CHF 99.36% 99.36%
08/11/2024 149.28% 0.00 CHF 0.02 CHF 520,000 520,000 206,741 206,741 606 CHF 4,151 CHF 99.53% 99.53%
07/11/2024 158.89% 0.00 CHF 0.02 CHF 520,000 520,000 214,524 214,524 610 CHF 4,309 CHF 99.86% 99.86%

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