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 164.01% 0.00 CHF 0.02 CHF 260,000 260,000 120,068 120,068 240 CHF 2,411 CHF 99.91% 99.91%
19/11/2024 164.01% 0.00 CHF 0.02 CHF 270,000 270,000 120,529 120,529 241 CHF 2,420 CHF 100.00% 100.00%
18/11/2024 162.53% 0.00 CHF 0.02 CHF 260,000 260,000 116,564 116,564 245 CHF 2,340 CHF 99.64% 99.64%
15/11/2024 140.26% 0.00 CHF 0.02 CHF 260,000 260,000 89,132 89,132 251 CHF 1,791 CHF 98.89% 98.89%
14/11/2024 85.19% 0.00 CHF 0.02 CHF 270,000 270,000 113,983 113,983 1,233 CHF 3,411 CHF 61.97% 94.39%
13/11/2024 15.64% 0.05 CHF 0.06 CHF 300,000 300,000 134,845 134,845 8,022 CHF 9,376 CHF 99.78% 99.78%
12/11/2024 14.12% 0.07 CHF 0.08 CHF 300,000 300,000 134,203 134,203 9,035 CHF 10,383 CHF 100.00% 100.00%
11/11/2024 13.10% 0.07 CHF 0.08 CHF 300,000 300,000 134,907 134,907 9,580 CHF 10,935 CHF 99.90% 99.90%
08/11/2024 11.60% 0.08 CHF 0.09 CHF 300,000 300,000 135,894 135,894 11,503 CHF 12,868 CHF 100.00% 100.00%
07/11/2024 11.35% 0.08 CHF 0.09 CHF 300,000 300,000 135,036 135,036 11,494 CHF 12,850 CHF 99.85% 99.85%

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