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 40.00% 0.02 CHF 0.03 CHF 2,393,600 2,393,600 2,374,660 2,374,660 47,493 CHF 71,240 CHF 100.00% 100.00%
19/11/2024 39.13% 0.02 CHF 0.03 CHF 2,245,500 2,245,500 2,230,410 2,230,410 46,056 CHF 68,360 CHF 100.00% 100.00%
18/11/2024 35.57% 0.02 CHF 0.03 CHF 2,208,200 2,208,200 2,197,970 2,197,970 51,246 CHF 73,226 CHF 100.00% 100.00%
15/11/2024 34.34% 0.03 CHF 0.04 CHF 2,244,800 2,244,800 2,221,270 2,221,270 53,844 CHF 76,057 CHF 100.00% 100.00%
14/11/2024 34.93% 0.02 CHF 0.03 CHF 2,197,400 2,197,400 2,188,340 2,188,340 52,077 CHF 73,960 CHF 100.00% 100.00%
13/11/2024 33.43% 0.03 CHF 0.04 CHF 2,578,100 2,578,100 2,532,820 2,532,820 63,128 CHF 88,456 CHF 100.00% 100.00%
12/11/2024 40.00% 0.02 CHF 0.03 CHF 2,557,000 2,557,000 2,513,490 2,513,490 50,270 CHF 75,405 CHF 99.85% 99.85%
11/11/2024 40.00% 0.02 CHF 0.03 CHF 2,630,300 2,630,300 2,629,960 2,629,960 52,599 CHF 78,899 CHF 99.69% 99.69%
08/11/2024 40.00% 0.02 CHF 0.03 CHF 2,719,100 2,719,100 2,680,070 2,680,070 53,601 CHF 80,402 CHF 100.00% 100.00%
07/11/2024 40.04% 0.02 CHF 0.03 CHF 2,960,500 2,960,500 2,955,540 2,955,540 59,049 CHF 88,604 CHF 99.39% 99.39%

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