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 118.50% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 3,474 CHF 6,737 CHF 99.03% 99.03%
19/11/2024 140.36% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,197 CHF 6,098 CHF 99.25% 99.25%
18/11/2024 141.29% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,229 CHF 6,115 CHF 28.10% 98.40%
15/11/2024 116.98% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,706 CHF 6,853 CHF 99.39% 99.39%
14/11/2024 149.96% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,705 CHF 5,853 CHF 92.55% 98.66%
13/11/2024 117.30% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,593 CHF 6,796 CHF 99.35% 99.35%
12/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 93.14% 93.14%
11/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 98.68% 98.68%
08/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 93.13% 93.13%
07/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 97.79% 97.79%

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