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 - - CHF 0.02 CHF 0 25,000 0 0 0 CHF 0 CHF 0.00% 97.26%
22/11/2024 - - CHF 0.01 CHF 0 50,000 0 0 0 CHF 0 CHF 0.00% 98.54%
20/11/2024 - - CHF 0.02 CHF 0 50,000 0 0 0 CHF 0 CHF 0.00% 98.11%
19/11/2024 - - CHF 0.01 CHF 0 50,000 0 0 0 CHF 0 CHF 0.00% 95.49%
18/11/2024 - - CHF 0.01 CHF 0 50,000 0 0 0 CHF 0 CHF 0.00% 99.53%
15/11/2024 66.67% 0.01 CHF 0.01 CHF 150,000 50,000 150,000 50,000 1,500 CHF 1,000 CHF 0.24% 87.50%
14/11/2024 81.46% 0.01 CHF 0.02 CHF 150,000 50,000 150,000 50,000 1,500 CHF 1,222 CHF 84.21% 84.21%
13/11/2024 95.08% 0.01 CHF 0.03 CHF 150,000 50,000 149,206 49,735 1,533 CHF 1,443 CHF 98.17% 98.88%
12/11/2024 56.09% 0.02 CHF 0.03 CHF 150,000 50,000 150,000 50,000 3,322 CHF 1,955 CHF 98.85% 98.85%
11/11/2024 33.67% 0.03 CHF 0.04 CHF 150,000 50,000 150,000 50,000 4,979 CHF 2,326 CHF 100.00% 100.00%

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