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 0 510,000 0 0 0 CHF 0 CHF 0.00% 99.78%
19/11/2024 - - CHF 0.02 CHF 0 520,000 0 0 0 CHF 0 CHF 0.00% 100.00%
18/11/2024 163.64% 0.00 CHF 0.02 CHF 520,000 520,000 458,254 458,254 917 CHF 9,165 CHF 3.64% 99.90%
15/11/2024 163.91% 0.00 CHF 0.02 CHF 520,000 520,000 120,861 120,861 242 CHF 2,422 CHF 84.78% 100.00%
14/11/2024 163.81% 0.00 CHF 0.02 CHF 500,000 500,000 316,758 316,758 634 CHF 6,349 CHF 18.78% 100.00%
13/11/2024 164.02% 0.00 CHF 0.02 CHF 510,000 510,000 172,589 172,589 345 CHF 3,467 CHF 98.65% 100.00%
12/11/2024 164.01% 0.00 CHF 0.02 CHF 510,000 510,000 177,413 177,413 355 CHF 3,563 CHF 100.00% 100.00%
11/11/2024 163.99% 0.00 CHF 0.02 CHF 500,000 500,000 174,613 174,613 349 CHF 3,506 CHF 99.77% 99.77%
08/11/2024 68.71% 0.00 CHF 0.02 CHF 510,000 510,000 144,014 144,014 808 CHF 3,156 CHF 95.66% 99.04%
07/11/2024 30.28% 0.03 CHF 0.04 CHF 480,000 480,000 168,285 168,285 5,407 CHF 7,097 CHF 99.85% 99.85%

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