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 111.11% 0.00 CHF 0.01 CHF 1,000,000 1,000,000 1,000,000 1,000,000 4,000 CHF 14,000 CHF 0.02% 99.50%
19/11/2024 111.11% 0.00 CHF 0.01 CHF 1,000,000 1,000,000 1,000,000 1,000,000 4,000 CHF 14,000 CHF 0.08% 99.57%
18/11/2024 111.11% 0.00 CHF 0.01 CHF 1,000,000 1,000,000 1,000,000 1,000,000 4,000 CHF 14,000 CHF 0.05% 99.49%
15/11/2024 - 0.00 CHF 0.01 CHF 1,000,000 1,000,000 0 0 0 CHF 0 CHF 0.00% 98.95%
14/11/2024 111.11% 0.00 CHF 0.01 CHF 1,000,000 1,000,000 1,000,000 1,000,000 4,000 CHF 14,000 CHF 0.06% 99.49%
13/11/2024 90.91% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 6,000 CHF 16,000 CHF 0.06% 99.50%
12/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 5,000 CHF 15,000 CHF 0.06% 99.58%
11/11/2024 111.11% 0.00 CHF 0.01 CHF 1,000,000 1,000,000 1,000,000 1,000,000 4,000 CHF 14,000 CHF 0.01% 99.50%
08/11/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 5,000 CHF 15,000 CHF 0.02% 99.57%
07/11/2024 90.91% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 6,000 CHF 16,000 CHF 0.02% 99.57%

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