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 50,000 500,000 50,000 5,000 CHF 1,000 CHF 16.42% 100.00%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 71.56% 99.87%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 36,163 5,000 CHF 723 CHF 34.07% 89.21%
15/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 63.83% 100.00%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 52.33% 84.18%
13/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 50,000 500,000 47,879 5,000 CHF 958 CHF 22.45% 91.94%
12/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 72.34% 96.36%
11/11/2024 64.36% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,432 CHF 1,043 CHF 98.13% 98.13%
08/11/2024 60.03% 0.01 CHF 0.02 CHF 500,000 25,000 500,000 25,000 6,245 CHF 562 CHF 94.59% 94.59%
07/11/2024 30.21% 0.02 CHF 0.03 CHF 500,000 25,000 500,000 24,740 14,285 CHF 954 CHF 99.06% 99.06%

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