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
25/10/2024 - - CHF 0.01 CHF 0 50,000 0 0 0 CHF 0 CHF 0.00% 99.43%
24/10/2024 66.67% 0.01 CHF 0.02 CHF 25,000 25,000 25,000 25,000 250 CHF 500 CHF 9.11% 98.78%
23/10/2024 73.52% 0.01 CHF 0.02 CHF 25,000 25,000 233,367 35,967 2,724 CHF 876 CHF 90.20% 90.20%
22/10/2024 22.21% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 20,018 CHF 2,502 CHF 99.06% 99.06%
21/10/2024 21.62% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 20,749 CHF 2,575 CHF 99.90% 99.90%
18/10/2024 18.89% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 24,126 CHF 2,913 CHF 78.14% 78.14%
17/10/2024 23.42% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 19,055 CHF 2,405 CHF 81.94% 81.94%
16/10/2024 38.37% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 10,712 CHF 1,571 CHF 89.58% 89.58%
15/10/2024 28.57% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 15,000 CHF 2,000 CHF 92.63% 92.63%
14/10/2024 28.82% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 14,891 CHF 1,989 CHF 97.55% 97.55%

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