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 126.87% 0.01 CHF 0.02 CHF 480,000 480,000 171,726 171,726 892 CHF 3,452 CHF 99.36% 99.36%
22/11/2024 154.33% 0.01 CHF 0.02 CHF 480,000 480,000 173,776 173,776 681 CHF 3,480 CHF 99.98% 99.98%
20/11/2024 161.69% 0.00 CHF 0.02 CHF 510,000 510,000 180,130 180,130 433 CHF 3,606 CHF 99.78% 99.78%
19/11/2024 163.87% 0.00 CHF 0.02 CHF 520,000 520,000 182,014 182,014 364 CHF 3,644 CHF 100.00% 100.00%
18/11/2024 160.64% 0.00 CHF 0.02 CHF 520,000 520,000 181,417 181,417 388 CHF 3,632 CHF 99.90% 99.90%
15/11/2024 134.59% 0.00 CHF 0.02 CHF 520,000 520,000 180,428 180,428 692 CHF 3,612 CHF 100.00% 100.00%
14/11/2024 136.38% 0.00 CHF 0.02 CHF 500,000 500,000 170,646 170,646 670 CHF 3,426 CHF 100.00% 100.00%
13/11/2024 133.85% 0.00 CHF 0.02 CHF 510,000 510,000 177,146 177,146 713 CHF 3,556 CHF 100.00% 100.00%
12/11/2024 113.34% 0.00 CHF 0.02 CHF 510,000 510,000 177,432 177,432 885 CHF 3,560 CHF 100.00% 100.00%
11/11/2024 108.37% 0.01 CHF 0.02 CHF 500,000 500,000 174,608 174,608 1,145 CHF 3,503 CHF 99.77% 99.77%

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