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 163.88% 0.00 CHF 0.02 CHF 550,000 550,000 528,895 528,895 1,058 CHF 10,588 CHF 100.00% 100.00%
19/11/2024 163.88% 0.00 CHF 0.02 CHF 530,000 530,000 525,058 525,058 1,050 CHF 10,511 CHF 99.85% 99.85%
18/11/2024 159.97% 0.00 CHF 0.02 CHF 530,000 530,000 524,213 524,213 1,182 CHF 10,494 CHF 100.00% 100.00%
15/11/2024 133.74% 0.00 CHF 0.02 CHF 530,000 530,000 516,251 516,251 2,065 CHF 10,334 CHF 100.00% 100.00%
14/11/2024 125.77% 0.01 CHF 0.02 CHF 520,000 520,000 522,057 522,057 2,411 CHF 10,450 CHF 99.04% 99.04%
13/11/2024 133.74% 0.00 CHF 0.02 CHF 530,000 530,000 516,312 516,312 2,065 CHF 10,335 CHF 98.99% 98.99%
12/11/2024 147.16% 0.00 CHF 0.02 CHF 520,000 520,000 476,037 476,037 1,531 CHF 9,801 CHF 97.75% 97.75%
11/11/2024 133.68% 0.00 CHF 0.02 CHF 440,000 440,000 433,521 433,521 1,734 CHF 8,691 CHF 100.00% 100.00%
08/11/2024 133.69% 0.00 CHF 0.02 CHF 440,000 440,000 436,452 436,452 1,746 CHF 8,751 CHF 98.58% 98.58%
07/11/2024 133.69% 0.00 CHF 0.02 CHF 430,000 430,000 427,201 427,201 1,709 CHF 8,563 CHF 100.00% 100.00%

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