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 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 50,037 5,000 CHF 1,001 CHF 77.33% 99.56%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 50,000 5,000 CHF 1,000 CHF 4.57% 86.45%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 60,858 5,000 CHF 1,217 CHF 99.56% 99.56%
15/11/2024 46.09% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 60,533 8,857 CHF 1,597 CHF 98.38% 98.38%
14/11/2024 39.53% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 60,749 10,207 CHF 1,864 CHF 99.29% 99.29%
13/11/2024 45.81% 0.01 CHF 0.02 CHF 500,000 100,000 499,998 62,044 8,911 CHF 1,644 CHF 89.77% 90.48%
12/11/2024 64.25% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 61,153 5,453 CHF 1,314 CHF 96.99% 96.99%
11/11/2024 - - CHF 0.04 CHF 0 10,000 0 0 0 CHF 0 CHF 0.00% 99.14%
08/11/2024 36.66% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 60,860 11,462 CHF 1,988 CHF 99.61% 99.61%
07/11/2024 39.37% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 60,904 10,276 CHF 1,882 CHF 99.08% 99.08%

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