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 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 18.13% 100.00%
18/11/2024 - - CHF 0.02 CHF 0 100,000 0 0 0 CHF 0 CHF 0.00% 100.00%
15/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 55.40% 99.99%
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 98.95% 99.52%
13/11/2024 71.94% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 99,971 5,000 CHF 2,157 CHF 97.22% 99.32%
12/11/2024 99.31% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,979 CHF 100.00% 100.00%
11/11/2024 92.71% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 5,608 CHF 3,000 CHF 100.00% 100.00%
08/11/2024 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%
07/11/2024 65.47% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 97,631 7,956 CHF 2,953 CHF 98.66% 99.13%

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