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 151.87% 0.00 CHF 0.02 CHF 270,000 270,000 270,000 270,000 750 CHF 5,400 CHF 100.00% 100.00%
19/11/2024 163.64% 0.00 CHF 0.02 CHF 270,000 270,000 270,000 270,000 540 CHF 5,400 CHF 100.00% 100.00%
18/11/2024 141.60% 0.00 CHF 0.02 CHF 270,000 270,000 270,000 270,000 933 CHF 5,400 CHF 100.00% 100.00%
15/11/2024 118.77% 0.00 CHF 0.02 CHF 270,000 270,000 270,000 270,000 1,387 CHF 5,400 CHF 100.00% 100.00%
14/11/2024 107.69% 0.01 CHF 0.02 CHF 270,000 270,000 269,880 269,880 1,619 CHF 5,398 CHF 100.00% 100.00%
13/11/2024 124.27% 0.00 CHF 0.02 CHF 270,000 270,000 270,978 270,978 1,275 CHF 5,422 CHF 100.00% 100.00%
12/11/2024 100.41% 0.01 CHF 0.02 CHF 270,000 270,000 270,000 270,000 1,799 CHF 5,400 CHF 100.00% 100.00%
11/11/2024 67.27% 0.01 CHF 0.02 CHF 260,000 260,000 260,000 260,000 2,666 CHF 5,341 CHF 100.00% 100.00%
08/11/2024 74.66% 0.01 CHF 0.02 CHF 270,000 270,000 263,639 263,639 2,417 CHF 5,283 CHF 100.00% 100.00%
07/11/2024 65.29% 0.01 CHF 0.02 CHF 260,000 260,000 260,000 260,000 2,696 CHF 5,297 CHF 100.00% 100.00%

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