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
25/11/2024 113.69% 0.00 CHF 0.02 CHF 270,000 270,000 150,478 150,478 787 CHF 3,014 CHF 100.00% 100.00%
22/11/2024 94.45% 0.01 CHF 0.02 CHF 270,000 270,000 150,420 150,420 1,069 CHF 3,013 CHF 100.00% 100.00%
20/11/2024 133.49% 0.00 CHF 0.02 CHF 260,000 260,000 145,879 145,879 588 CHF 2,922 CHF 99.77% 99.77%
19/11/2024 136.16% 0.00 CHF 0.02 CHF 260,000 260,000 136,980 136,980 548 CHF 3,009 CHF 99.54% 99.54%
18/11/2024 108.19% 0.01 CHF 0.02 CHF 260,000 260,000 145,828 145,828 875 CHF 2,920 CHF 99.90% 99.90%
15/11/2024 128.34% 0.01 CHF 0.02 CHF 260,000 260,000 145,861 145,861 693 CHF 2,922 CHF 100.00% 100.00%
14/11/2024 135.18% 0.00 CHF 0.02 CHF 260,000 260,000 136,642 136,642 547 CHF 2,815 CHF 100.00% 100.00%
13/11/2024 133.97% 0.00 CHF 0.02 CHF 260,000 260,000 138,331 138,331 553 CHF 2,776 CHF 100.00% 100.00%
12/11/2024 133.97% 0.00 CHF 0.02 CHF 260,000 260,000 139,560 139,560 558 CHF 2,800 CHF 99.90% 99.90%
11/11/2024 133.93% 0.00 CHF 0.02 CHF 260,000 260,000 144,622 144,622 578 CHF 2,901 CHF 99.90% 99.90%

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