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 118.80% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,585 CHF 6,792 CHF 99.40% 99.40%
22/11/2024 122.03% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,217 CHF 6,609 CHF 99.33% 99.33%
20/11/2024 153.56% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,551 CHF 5,775 CHF 99.47% 99.47%
19/11/2024 158.16% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,357 CHF 5,679 CHF 96.73% 96.73%
18/11/2024 118.82% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,445 CHF 6,722 CHF 97.60% 97.60%
15/11/2024 120.31% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,338 CHF 6,669 CHF 96.58% 96.58%
14/11/2024 126.46% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,931 CHF 6,466 CHF 99.36% 99.36%
13/11/2024 136.55% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,353 CHF 6,177 CHF 99.34% 99.34%
12/11/2024 127.85% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,841 CHF 6,420 CHF 99.39% 99.39%
11/11/2024 102.25% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,799 CHF 7,400 CHF 99.32% 99.32%

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