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 94.92% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 5,424 CHF 3,000 CHF 100.00% 100.00%
19/11/2024 60.52% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 8,290 CHF 3,000 CHF 100.00% 100.00%
18/11/2024 104.15% 0.01 CHF 0.03 CHF 500,000 100,000 426,414 89,488 4,264 CHF 2,788 CHF 98.70% 100.00%
15/11/2024 66.76% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 7,770 CHF 3,000 CHF 99.99% 99.99%
14/11/2024 45.32% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,199 CHF 99.52% 99.52%
13/11/2024 53.93% 0.02 CHF 0.03 CHF 500,000 100,000 495,859 99,147 9,899 CHF 3,464 CHF 99.32% 99.32%
12/11/2024 66.67% 0.02 CHF 0.04 CHF 500,000 100,000 500,000 100,000 10,000 CHF 4,000 CHF 100.00% 100.00%
11/11/2024 44.00% 0.02 CHF 0.04 CHF 500,000 100,000 500,000 100,000 12,975 CHF 4,000 CHF 100.00% 100.00%
08/11/2024 64.24% 0.02 CHF 0.04 CHF 500,000 100,000 500,000 100,000 10,318 CHF 4,000 CHF 100.00% 100.00%
07/11/2024 38.37% 0.03 CHF 0.04 CHF 500,000 100,000 481,855 97,408 13,480 CHF 3,922 CHF 99.13% 99.13%

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