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 0.01 CHF 500,000 25,000 500,000 25,000 5,000 CHF 500 CHF 0.04% 89.21%
19/11/2024 - 0.01 CHF 0.01 CHF 500,000 25,000 0 0 0 CHF 0 CHF 0.00% 93.33%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 25,000 500,000 24,481 5,000 CHF 490 CHF 60.93% 96.07%
15/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 25,000 500,000 25,000 5,000 CHF 500 CHF 6.66% 85.13%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 25,000 500,000 25,000 5,000 CHF 500 CHF 68.14% 93.66%
13/11/2024 55.77% 0.01 CHF 0.01 CHF 500,000 25,000 500,000 25,000 7,043 CHF 602 CHF 9.92% 36.62%
12/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 25,000 500,000 25,000 5,000 CHF 500 CHF 12.55% 85.25%
11/11/2024 - 0.02 CHF 0.01 CHF 500,000 25,000 0 0 0 CHF 0 CHF 0.00% 32.67%
08/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 25,000 500,000 25,000 5,000 CHF 500 CHF 4.59% 87.28%
07/11/2024 55.68% 0.01 CHF 0.01 CHF 500,000 25,000 500,000 24,869 7,082 CHF 602 CHF 78.94% 95.98%

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