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 82.75% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,482 CHF 100.00% 100.00%
19/11/2024 100.00% 0.01 CHF 0.03 CHF 500,000 100,000 498,062 99,785 4,981 CHF 2,994 CHF 100.00% 100.00%
18/11/2024 102.33% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 94,173 5,000 CHF 2,883 CHF 88.22% 100.00%
15/11/2024 91.03% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 5,747 CHF 3,000 CHF 100.00% 100.00%
14/11/2024 40.63% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,024 CHF 99.27% 99.27%
13/11/2024 89.19% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 99,134 5,921 CHF 2,980 CHF 99.40% 99.40%
12/11/2024 61.57% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 9,938 CHF 3,781 CHF 100.00% 100.00%
11/11/2024 63.83% 0.02 CHF 0.04 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,894 CHF 100.00% 100.00%
08/11/2024 62.40% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,840 CHF 99.95% 99.95%
07/11/2024 52.42% 0.02 CHF 0.04 CHF 500,000 100,000 500,000 97,491 11,996 CHF 3,925 CHF 99.05% 99.05%

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