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 135.05% 0.00 CHF 0.02 CHF 560,000 560,000 233,328 233,328 886 CHF 4,675 CHF 99.89% 99.89%
19/11/2024 133.73% 0.00 CHF 0.02 CHF 560,000 560,000 223,495 223,495 894 CHF 4,477 CHF 99.95% 99.95%
18/11/2024 132.81% 0.00 CHF 0.02 CHF 560,000 560,000 218,148 218,148 912 CHF 4,370 CHF 99.78% 99.89%
15/11/2024 109.96% 0.00 CHF 0.02 CHF 560,000 560,000 223,228 223,228 1,270 CHF 4,474 CHF 100.00% 100.00%
14/11/2024 94.39% 0.01 CHF 0.02 CHF 540,000 540,000 216,284 216,284 1,532 CHF 4,338 CHF 99.76% 99.76%
13/11/2024 133.97% 0.00 CHF 0.02 CHF 560,000 560,000 229,042 229,042 916 CHF 4,598 CHF 100.00% 100.00%
12/11/2024 118.62% 0.00 CHF 0.02 CHF 560,000 560,000 223,789 223,789 1,077 CHF 4,490 CHF 99.95% 99.95%
11/11/2024 99.71% 0.01 CHF 0.02 CHF 540,000 540,000 208,954 208,954 1,366 CHF 4,187 CHF 99.36% 99.36%
08/11/2024 59.84% 0.01 CHF 0.02 CHF 520,000 520,000 206,744 206,744 2,419 CHF 4,496 CHF 99.53% 99.53%
07/11/2024 77.92% 0.01 CHF 0.02 CHF 520,000 520,000 214,501 214,501 2,209 CHF 4,520 CHF 99.86% 99.86%

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