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 - 0.00 CHF 0.02 CHF 60,000 60,000 0 0 0 CHF 0 CHF 0.00% 100.00%
19/11/2024 173.33% 0.00 CHF 0.03 CHF 60,000 60,000 60,000 60,000 120 CHF 1,680 CHF 2.85% 100.00%
18/11/2024 159.28% 0.01 CHF 0.03 CHF 60,000 60,000 60,000 60,000 205 CHF 1,765 CHF 95.49% 98.98%
15/11/2024 134.74% 0.00 CHF 0.02 CHF 60,000 60,000 60,000 60,000 387 CHF 1,947 CHF 87.80% 100.00%
14/11/2024 59.53% 0.04 CHF 0.06 CHF 60,000 60,000 60,000 60,000 1,876 CHF 3,436 CHF 100.00% 100.00%
13/11/2024 53.98% 0.04 CHF 0.06 CHF 60,000 60,000 60,000 60,000 2,162 CHF 3,722 CHF 99.88% 99.88%
12/11/2024 29.37% 0.05 CHF 0.08 CHF 60,000 60,000 60,000 60,000 4,559 CHF 6,119 CHF 100.00% 100.00%
11/11/2024 18.16% 0.12 CHF 0.15 CHF 60,000 60,000 59,969 59,969 7,866 CHF 9,426 CHF 100.00% 100.00%
08/11/2024 24.06% 0.10 CHF 0.12 CHF 60,000 60,000 60,000 60,000 5,772 CHF 7,332 CHF 100.00% 100.00%
07/11/2024 14.60% 0.16 CHF 0.18 CHF 60,000 60,000 60,000 60,000 9,953 CHF 11,513 CHF 99.67% 99.67%

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