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
25/11/2024 145.47% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 423,493 423,493 1,523 CHF 8,513 CHF 99.15% 99.15%
22/11/2024 160.53% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 434,895 434,895 1,090 CHF 8,713 CHF 100.00% 100.00%
20/11/2024 155.71% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 434,913 434,913 1,114 CHF 8,717 CHF 99.89% 99.89%
19/11/2024 133.91% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 419,563 419,563 1,667 CHF 8,405 CHF 99.95% 99.95%
18/11/2024 133.73% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 407,662 407,662 1,631 CHF 8,167 CHF 99.78% 99.89%
15/11/2024 113.77% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 424,550 424,550 2,144 CHF 8,511 CHF 100.00% 100.00%
14/11/2024 108.49% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 415,695 415,695 2,494 CHF 8,341 CHF 99.76% 99.76%
13/11/2024 133.97% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 427,369 427,369 1,709 CHF 8,579 CHF 100.00% 100.00%
12/11/2024 131.10% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 418,591 418,591 1,723 CHF 8,401 CHF 99.95% 99.95%
11/11/2024 97.59% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 398,351 398,351 2,656 CHF 7,982 CHF 99.36% 99.36%

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