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 108.90% 0.01 CHF 0.02 CHF 220,000 220,000 214,266 214,266 1,265 CHF 4,285 CHF 100.00% 100.00%
19/11/2024 107.69% 0.01 CHF 0.02 CHF 220,000 220,000 214,263 214,263 1,286 CHF 4,285 CHF 100.00% 100.00%
18/11/2024 108.60% 0.01 CHF 0.02 CHF 220,000 220,000 214,272 214,272 1,270 CHF 4,285 CHF 100.00% 100.00%
15/11/2024 133.25% 0.00 CHF 0.02 CHF 230,000 230,000 219,781 219,781 881 CHF 4,396 CHF 100.00% 100.00%
14/11/2024 133.33% 0.00 CHF 0.02 CHF 230,000 230,000 223,968 223,968 896 CHF 4,479 CHF 99.36% 99.36%
13/11/2024 124.19% 0.00 CHF 0.02 CHF 230,000 230,000 223,060 223,060 1,045 CHF 4,461 CHF 100.00% 100.00%
12/11/2024 128.64% 0.00 CHF 0.02 CHF 230,000 230,000 226,011 226,011 985 CHF 4,520 CHF 68.32% 100.00%
11/11/2024 91.65% 0.01 CHF 0.02 CHF 220,000 220,000 214,263 214,263 1,595 CHF 4,285 CHF 99.93% 99.93%
08/11/2024 57.89% 0.01 CHF 0.02 CHF 220,000 220,000 213,581 213,581 2,718 CHF 4,873 CHF 100.00% 100.00%
07/11/2024 28.81% 0.03 CHF 0.04 CHF 210,000 210,000 204,446 204,446 6,139 CHF 8,184 CHF 98.53% 98.53%

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