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 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.13% 99.13%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.38% 99.38%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.23% 99.23%
15/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 98.78% 98.78%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.38% 99.38%
13/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.37% 99.37%
12/11/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.37% 99.37%
11/11/2024 40.24% 0.02 CHF 0.03 CHF 1,500,000 200,000 1,500,000 200,000 29,868 CHF 5,982 CHF 99.37% 99.37%
08/11/2024 32.01% 0.02 CHF 0.03 CHF 1,500,000 200,000 1,500,000 200,000 40,946 CHF 7,459 CHF 99.38% 99.38%
07/11/2024 24.75% 0.03 CHF 0.04 CHF 1,500,000 200,000 1,500,000 200,000 54,285 CHF 9,238 CHF 99.29% 99.29%

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