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 66.67% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,500 CHF 100.00% 100.00%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,500 CHF 99.40% 99.40%
18/11/2024 71.59% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 67,828 5,000 CHF 1,396 CHF 91.00% 100.00%
15/11/2024 92.43% 0.01 CHF 0.03 CHF 500,000 75,000 500,000 75,000 5,000 CHF 2,080 CHF 99.99% 99.99%
14/11/2024 69.52% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,564 CHF 99.52% 99.52%
13/11/2024 67.02% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 74,732 5,000 CHF 1,500 CHF 97.16% 98.34%
12/11/2024 82.28% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,918 CHF 2,099 CHF 100.00% 100.00%
11/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 75,000 10,000 CHF 2,250 CHF 100.00% 100.00%
08/11/2024 40.00% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 75,000 10,000 CHF 2,250 CHF 100.00% 100.00%
07/11/2024 61.08% 0.02 CHF 0.03 CHF 500,000 75,000 500,000 72,407 9,741 CHF 2,662 CHF 99.13% 99.13%

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