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 0 100,000 0 0 0 CHF 0 CHF 0.00% 100.00%
19/11/2024 - - CHF 0.01 CHF 0 100,000 0 0 0 CHF 0 CHF 0.00% 100.00%
18/11/2024 - - CHF 0.01 CHF 0 100,000 0 0 0 CHF 0 CHF 0.00% 70.38%
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 24.80% 81.58%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 80.37% 99.52%
13/11/2024 74.26% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,228 CHF 96.63% 99.32%
12/11/2024 100.00% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 5,000 CHF 3,000 CHF 100.00% 100.00%
11/11/2024 43.71% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,139 CHF 100.00% 100.00%
08/11/2024 43.78% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 9,685 CHF 3,000 CHF 100.00% 100.00%
07/11/2024 63.80% 0.02 CHF 0.04 CHF 500,000 100,000 500,000 97,408 9,741 CHF 3,685 CHF 99.13% 99.13%

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