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 2.64% 0.19 CHF 0.20 CHF 2,773,400 2,773,400 2,718,350 2,718,350 509,067 CHF 522,659 CHF 100.00% 100.00%
19/11/2024 2.53% 0.19 CHF 0.20 CHF 2,660,300 2,660,300 2,726,630 2,726,630 532,417 CHF 546,050 CHF 98.77% 98.77%
18/11/2024 2.65% 0.20 CHF 0.20 CHF 2,798,100 2,798,100 2,806,910 2,806,910 521,893 CHF 535,927 CHF 100.00% 100.00%
15/11/2024 2.76% 0.18 CHF 0.19 CHF 2,816,200 2,816,200 2,906,300 2,906,300 519,945 CHF 534,476 CHF 100.00% 100.00%
14/11/2024 2.95% 0.18 CHF 0.18 CHF 2,999,600 2,999,600 2,864,680 2,864,680 479,249 CHF 493,572 CHF 99.91% 99.91%
13/11/2024 2.63% 0.19 CHF 0.19 CHF 2,722,100 2,722,100 2,786,670 2,786,670 522,526 CHF 536,460 CHF 100.00% 100.00%
12/11/2024 2.77% 0.18 CHF 0.19 CHF 2,854,300 2,854,300 2,728,370 2,728,920 485,605 CHF 499,346 CHF 100.00% 100.00%
11/11/2024 2.56% 0.18 CHF 0.18 CHF 2,596,600 2,596,600 2,566,370 2,566,370 494,732 CHF 507,564 CHF 100.00% 100.00%
08/11/2024 2.43% 0.20 CHF 0.21 CHF 2,534,500 2,534,500 2,586,210 2,586,210 524,750 CHF 537,681 CHF 100.00% 100.00%
07/11/2024 2.47% 0.21 CHF 0.22 CHF 2,640,500 2,640,500 2,554,400 2,554,400 511,064 CHF 523,836 CHF 99.41% 99.41%

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