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 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 40.32% 100.00%
19/11/2024 - - CHF 0.01 CHF 0 50,000 0 0 0 CHF 0 CHF 0.00% 96.07%
18/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 15.04% 100.00%
15/11/2024 - 0.01 CHF 0.01 CHF 500,000 50,000 0 0 0 CHF 0 CHF 0.00% 74.69%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 99.44% 99.44%
13/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 49,819 5,000 CHF 996 CHF 98.88% 98.88%
12/11/2024 65.95% 0.01 CHF 0.02 CHF 467,573 50,000 454,826 50,000 4,674 CHF 1,013 CHF 100.00% 100.00%
11/11/2024 39.23% 0.02 CHF 0.03 CHF 339,438 50,000 338,369 50,000 7,003 CHF 1,534 CHF 100.00% 100.00%
08/11/2024 31.31% 0.02 CHF 0.03 CHF 344,778 50,000 304,926 50,000 8,320 CHF 1,880 CHF 88.69% 88.69%
07/11/2024 28.57% 0.03 CHF 0.04 CHF 312,700 50,000 312,679 48,703 9,380 CHF 1,948 CHF 99.06% 99.06%

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