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 0.01 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 100.00%
19/11/2024 - - CHF 0.01 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 99.40%
18/11/2024 - - CHF 0.01 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 100.00%
15/11/2024 - - CHF 0.01 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 100.00%
14/11/2024 - - CHF 0.01 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 99.52%
13/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,500 CHF 69.20% 99.32%
12/11/2024 68.76% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,547 CHF 100.00% 100.00%
11/11/2024 41.90% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 75,000 10,985 CHF 2,496 CHF 100.00% 100.00%
08/11/2024 31.59% 0.02 CHF 0.03 CHF 500,000 75,000 497,836 75,000 14,505 CHF 2,987 CHF 100.00% 100.00%
07/11/2024 14.78% 0.07 CHF 0.08 CHF 330,707 75,000 323,517 71,817 25,342 CHF 6,567 CHF 80.73% 80.73%

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