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 16.67% 0.06 CHF 0.07 CHF 1,125,800 1,125,800 1,098,220 1,098,220 60,402 CHF 71,384 CHF 100.00% 100.00%
19/11/2024 17.81% 0.05 CHF 0.06 CHF 1,171,700 1,171,700 1,140,060 1,140,060 58,437 CHF 69,842 CHF 100.00% 100.00%
18/11/2024 18.18% 0.05 CHF 0.06 CHF 1,228,200 1,228,200 1,196,220 1,196,220 59,811 CHF 71,773 CHF 100.00% 100.00%
15/11/2024 18.69% 0.05 CHF 0.06 CHF 1,321,600 1,321,600 1,277,210 1,277,210 62,143 CHF 74,915 CHF 100.00% 100.00%
14/11/2024 20.00% 0.05 CHF 0.06 CHF 1,306,300 1,306,300 1,277,190 1,277,190 57,474 CHF 70,246 CHF 99.35% 99.35%
13/11/2024 19.32% 0.05 CHF 0.06 CHF 1,308,600 1,308,600 1,272,350 1,272,350 59,569 CHF 72,293 CHF 100.00% 100.00%
12/11/2024 19.17% 0.05 CHF 0.06 CHF 1,191,900 1,191,900 1,177,170 1,177,170 55,612 CHF 67,383 CHF 68.32% 100.00%
11/11/2024 16.84% 0.05 CHF 0.06 CHF 1,075,800 1,075,800 1,030,770 1,030,770 56,083 CHF 66,391 CHF 99.93% 99.93%
08/11/2024 15.28% 0.06 CHF 0.07 CHF 837,700 837,700 802,469 802,469 48,599 CHF 56,623 CHF 100.00% 100.00%
07/11/2024 12.53% 0.08 CHF 0.09 CHF 886,800 886,800 864,291 864,291 64,679 CHF 73,322 CHF 98.53% 98.53%

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