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 4.49% 0.11 CHF 0.12 CHF 1,004,500 1,004,500 1,004,880 1,004,880 109,374 CHF 114,398 CHF 99.45% 99.45%
19/11/2024 4.56% 0.11 CHF 0.11 CHF 1,005,000 1,005,000 961,476 961,476 103,005 CHF 107,812 CHF 98.78% 98.78%
18/11/2024 4.37% 0.11 CHF 0.11 CHF 948,600 948,600 893,409 893,409 100,042 CHF 104,509 CHF 98.78% 98.78%
15/11/2024 4.19% 0.12 CHF 0.13 CHF 876,000 876,000 841,074 841,074 98,235 CHF 102,441 CHF 100.00% 100.00%
14/11/2024 3.94% 0.13 CHF 0.13 CHF 830,000 830,000 878,668 878,668 109,351 CHF 113,744 CHF 100.00% 100.00%
13/11/2024 4.18% 0.12 CHF 0.13 CHF 892,700 892,700 925,489 925,489 108,334 CHF 112,961 CHF 100.00% 100.00%
12/11/2024 4.26% 0.12 CHF 0.13 CHF 935,600 935,600 997,747 997,747 114,596 CHF 119,584 CHF 99.82% 99.82%
11/11/2024 4.69% 0.11 CHF 0.12 CHF 1,014,400 1,014,400 1,071,010 1,071,010 111,505 CHF 116,861 CHF 99.74% 99.74%
08/11/2024 4.85% 0.11 CHF 0.11 CHF 1,089,100 1,089,100 1,093,860 1,093,860 110,068 CHF 115,537 CHF 100.00% 100.00%
07/11/2024 4.90% 0.10 CHF 0.10 CHF 1,095,300 1,095,300 1,032,330 1,032,330 102,803 CHF 107,964 CHF 99.96% 99.96%

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