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 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 13.10% 98.98%
19/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 1.38% 99.99%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 95,211 5,000 CHF 1,904 CHF 93.21% 94.23%
15/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 3.81% 100.00%
14/11/2024 - - CHF 0.01 CHF 0 100,000 0 0 0 CHF 0 CHF 0.00% 97.92%
13/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 100,000 499,176 75,000 4,992 CHF 1,500 CHF 1.05% 99.36%
12/11/2024 66.67% 0.01 CHF 0.01 CHF 300,000 100,000 396,676 99,142 3,967 CHF 1,983 CHF 12.14% 95.15%
11/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 100.00% 100.00%
08/11/2024 65.85% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,153 CHF 2,031 CHF 100.00% 100.00%
07/11/2024 53.08% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 98,694 7,548 CHF 2,484 CHF 98.40% 98.40%

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