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 166.27% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,017 CHF 5,508 CHF 99.10% 99.10%
19/11/2024 158.75% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,332 CHF 5,666 CHF 96.64% 96.64%
18/11/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 96.82% 96.82%
15/11/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 96.11% 96.11%
14/11/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.34% 99.34%
13/11/2024 166.44% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,010 CHF 5,505 CHF 98.79% 98.79%
12/11/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.36% 99.36%
11/11/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.37% 99.37%
08/11/2024 157.14% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,400 CHF 5,700 CHF 98.22% 98.22%
07/11/2024 162.14% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,190 CHF 5,595 CHF 98.61% 98.61%

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