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 40.00% 0.01 CHF 0.03 CHF 500,000 75,000 500,000 75,000 10,000 CHF 2,250 CHF 14.13% 99.90%
19/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 75,000 10,000 CHF 2,250 CHF 100.00% 100.00%
18/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 63,973 10,000 CHF 1,919 CHF 100.00% 100.00%
15/11/2024 40.15% 0.02 CHF 0.03 CHF 500,000 75,000 245,796 54,389 4,916 CHF 1,634 CHF 99.59% 99.59%
14/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 75,000 10,000 CHF 2,250 CHF 92.35% 92.35%
13/11/2024 65.33% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 74,115 5,250 CHF 1,520 CHF 94.33% 94.33%
12/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 75,000 10,000 CHF 2,250 CHF 100.00% 100.00%
11/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 75,000 10,000 CHF 2,250 CHF 100.00% 100.00%
08/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 75,000 10,000 CHF 2,250 CHF 82.59% 82.59%
07/11/2024 46.21% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 72,981 8,835 CHF 2,015 CHF 96.22% 96.22%

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