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
22/11/2024 133.83% 0.00 CHF 0.02 CHF 470,000 470,000 257,579 257,579 1,030 CHF 5,165 CHF 98.88% 98.88%
20/11/2024 108.33% 0.01 CHF 0.02 CHF 500,000 500,000 263,258 263,258 1,580 CHF 5,278 CHF 99.90% 99.90%
19/11/2024 111.30% 0.01 CHF 0.02 CHF 490,000 490,000 265,234 265,234 1,470 CHF 5,312 CHF 99.55% 99.55%
18/11/2024 119.38% 0.01 CHF 0.02 CHF 490,000 490,000 262,206 262,206 1,573 CHF 6,206 CHF 97.74% 97.74%
15/11/2024 108.20% 0.01 CHF 0.02 CHF 530,000 530,000 283,983 283,983 1,704 CHF 5,688 CHF 99.27% 99.27%
14/11/2024 117.29% 0.00 CHF 0.02 CHF 530,000 530,000 269,824 269,824 1,347 CHF 5,413 CHF 98.88% 98.88%
13/11/2024 111.61% 0.00 CHF 0.02 CHF 520,000 520,000 266,026 266,026 1,472 CHF 5,336 CHF 99.34% 99.34%
12/11/2024 122.96% 0.01 CHF 0.02 CHF 500,000 500,000 205,534 205,534 1,644 CHF 5,162 CHF 78.38% 96.71%
11/11/2024 103.63% 0.01 CHF 0.02 CHF 480,000 480,000 262,441 262,441 1,770 CHF 5,254 CHF 97.30% 97.30%
08/11/2024 108.49% 0.01 CHF 0.02 CHF 540,000 540,000 287,510 287,510 1,725 CHF 5,768 CHF 100.00% 100.00%

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