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 550,000 550,000 528,896 528,896 1,058 CHF 10,588 CHF 100.00% 100.00%
19/11/2024 163.88% 0.00 CHF 0.02 CHF 530,000 530,000 525,062 525,062 1,050 CHF 10,511 CHF 99.85% 99.85%
18/11/2024 135.67% 0.00 CHF 0.02 CHF 530,000 530,000 524,213 524,213 2,029 CHF 10,493 CHF 100.00% 100.00%
15/11/2024 124.23% 0.00 CHF 0.02 CHF 530,000 530,000 516,260 516,260 2,451 CHF 10,334 CHF 100.00% 100.00%
14/11/2024 123.63% 0.01 CHF 0.02 CHF 520,000 520,000 522,058 522,058 2,498 CHF 10,450 CHF 99.04% 99.04%
13/11/2024 133.74% 0.00 CHF 0.02 CHF 530,000 530,000 516,314 516,314 2,065 CHF 10,335 CHF 99.00% 99.00%
12/11/2024 138.59% 0.00 CHF 0.02 CHF 520,000 520,000 476,032 476,032 1,808 CHF 9,801 CHF 97.75% 97.75%
11/11/2024 124.79% 0.00 CHF 0.02 CHF 440,000 440,000 432,601 432,601 2,034 CHF 8,659 CHF 100.00% 100.00%
08/11/2024 133.74% 0.00 CHF 0.02 CHF 440,000 440,000 435,525 435,525 1,742 CHF 8,718 CHF 98.58% 98.58%
07/11/2024 131.95% 0.00 CHF 0.02 CHF 430,000 430,000 426,402 426,402 1,766 CHF 8,535 CHF 100.00% 100.00%

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