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 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 30,000 CHF 60,000 CHF 100.00% 100.00%
19/11/2024 66.22% 0.01 CHF 0.02 CHF 2,833,900 2,833,900 2,833,760 2,833,760 28,714 CHF 57,052 CHF 100.00% 100.00%
18/11/2024 50.00% 0.02 CHF 0.03 CHF 2,734,700 2,734,700 2,714,090 2,714,090 40,711 CHF 67,852 CHF 100.00% 100.00%
15/11/2024 51.10% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 3,000,000 3,000,000 44,013 CHF 74,013 CHF 100.00% 100.00%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 30,000 CHF 60,000 CHF 100.00% 100.00%
13/11/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 30,000 CHF 60,000 CHF 100.00% 100.00%
12/11/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 30,000 CHF 60,000 CHF 99.85% 99.85%
11/11/2024 56.65% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 3,000,000 3,000,000 39,019 CHF 69,019 CHF 99.69% 99.69%
08/11/2024 59.24% 0.01 CHF 0.02 CHF 1,342,600 1,342,600 1,074,490 1,074,490 16,539 CHF 29,727 CHF 100.00% 100.00%
07/11/2024 27.73% 0.03 CHF 0.04 CHF 1,304,400 1,304,400 1,313,470 1,313,470 41,002 CHF 54,136 CHF 100.00% 100.00%

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