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 163.64% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 2,000 CHF 20,000 CHF 16.41% 99.32%
19/11/2024 - 0.00 CHF 0.05 CHF 1,000,000 63,000 0 0 0 CHF 0 CHF 0.00% 97.67%
18/11/2024 163.85% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 704,239 704,239 1,408 CHF 14,127 CHF 96.74% 96.74%
15/11/2024 164.03% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 772,357 772,357 1,545 CHF 15,537 CHF 99.11% 99.11%
14/11/2024 164.02% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 756,857 756,857 1,514 CHF 15,195 CHF 98.25% 98.25%
13/11/2024 164.01% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 684,740 684,740 1,369 CHF 13,748 CHF 99.90% 99.90%
12/11/2024 164.07% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 638,076 638,076 1,276 CHF 12,841 CHF 98.40% 98.40%
11/11/2024 163.64% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 2,000 CHF 20,000 CHF 1.36% 97.59%
08/11/2024 - - CHF 0.02 CHF 0 1,000,000 0 0 0 CHF 0 CHF 0.00% 94.36%
07/11/2024 - - CHF 0.02 CHF 0 1,000,000 0 0 0 CHF 0 CHF 0.00% 98.47%

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