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 127.29% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,875 CHF 6,438 CHF 91.59% 98.32%
19/11/2024 142.05% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,086 CHF 6,043 CHF 93.85% 98.89%
18/11/2024 110.85% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,063 CHF 7,031 CHF 99.19% 99.19%
15/11/2024 108.59% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,231 CHF 7,115 CHF 97.98% 97.98%
14/11/2024 95.81% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,468 CHF 7,734 CHF 95.10% 95.10%
13/11/2024 161.30% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,279 CHF 5,639 CHF 86.48% 96.71%
12/11/2024 158.89% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,333 CHF 5,667 CHF 94.33% 94.33%
11/11/2024 134.85% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,479 CHF 6,240 CHF 97.75% 97.75%
08/11/2024 123.29% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,158 CHF 6,579 CHF 90.80% 90.80%
07/11/2024 101.28% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,944 CHF 7,472 CHF 97.60% 97.60%

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