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 16.47% 0.06 CHF 0.07 CHF 1,384,200 1,384,200 1,381,900 1,381,900 77,058 CHF 90,877 CHF 100.00% 100.00%
19/11/2024 16.73% 0.06 CHF 0.07 CHF 1,524,900 1,524,900 1,524,820 1,524,820 83,539 CHF 98,788 CHF 100.00% 100.00%
18/11/2024 18.56% 0.05 CHF 0.06 CHF 1,505,400 1,505,400 1,494,010 1,494,010 73,145 CHF 88,085 CHF 100.00% 100.00%
15/11/2024 18.00% 0.05 CHF 0.06 CHF 1,333,400 1,333,400 1,340,940 1,340,940 67,841 CHF 81,250 CHF 100.00% 100.00%
14/11/2024 16.44% 0.06 CHF 0.07 CHF 1,189,700 1,189,700 1,205,110 1,205,110 67,414 CHF 79,465 CHF 100.00% 100.00%
13/11/2024 15.36% 0.06 CHF 0.07 CHF 1,189,900 1,189,900 1,197,880 1,197,880 71,999 CHF 83,978 CHF 100.00% 100.00%
12/11/2024 15.24% 0.07 CHF 0.08 CHF 1,397,900 1,397,900 1,387,820 1,387,820 84,189 CHF 98,067 CHF 99.86% 99.86%
11/11/2024 16.67% 0.06 CHF 0.07 CHF 1,286,800 1,286,800 1,286,880 1,286,880 70,764 CHF 83,633 CHF 99.69% 99.69%
08/11/2024 22.26% 0.06 CHF 0.07 CHF 1,847,300 1,847,300 1,478,440 1,478,440 80,768 CHF 98,915 CHF 100.00% 100.00%
07/11/2024 20.97% 0.04 CHF 0.05 CHF 1,610,700 1,610,700 1,621,940 1,621,940 69,483 CHF 85,702 CHF 100.00% 100.00%

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