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 - - CHF 0.02 CHF 0 50,000 0 0 0 CHF 0 CHF 0.00% 100.00%
19/11/2024 - - CHF 0.02 CHF 0 50,000 0 0 0 CHF 0 CHF 0.00% 100.00%
18/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 14.27% 100.00%
15/11/2024 50.93% 0.01 CHF 0.02 CHF 382,626 50,000 330,655 50,000 5,086 CHF 1,305 CHF 100.00% 100.00%
14/11/2024 28.57% 0.03 CHF 0.04 CHF 288,767 50,000 288,767 50,000 8,663 CHF 2,000 CHF 99.52% 99.52%
13/11/2024 31.69% 0.02 CHF 0.03 CHF 280,615 50,000 285,402 49,704 7,871 CHF 1,872 CHF 99.32% 99.32%
12/11/2024 32.96% 0.02 CHF 0.03 CHF 282,701 50,000 263,083 50,000 7,054 CHF 1,873 CHF 100.00% 100.00%
11/11/2024 29.60% 0.03 CHF 0.04 CHF 230,935 50,000 232,065 50,000 7,227 CHF 2,097 CHF 100.00% 100.00%
08/11/2024 27.17% 0.03 CHF 0.04 CHF 237,841 50,000 238,119 50,000 7,931 CHF 2,178 CHF 100.00% 100.00%
07/11/2024 27.16% 0.04 CHF 0.05 CHF 241,842 50,000 220,150 48,471 7,471 CHF 2,155 CHF 84.07% 84.07%

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