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 29.00% 0.03 CHF 0.04 CHF 1,628,900 1,628,900 893,040 893,040 26,871 CHF 35,828 CHF 99.90% 99.90%
19/11/2024 29.04% 0.03 CHF 0.04 CHF 1,771,600 1,771,600 974,519 974,519 29,236 CHF 39,010 CHF 98.91% 98.91%
18/11/2024 33.18% 0.03 CHF 0.04 CHF 1,939,200 1,939,200 1,062,590 1,062,590 27,465 CHF 38,131 CHF 99.58% 99.58%
15/11/2024 33.94% 0.03 CHF 0.04 CHF 1,868,400 1,868,400 1,022,800 1,022,800 25,570 CHF 35,844 CHF 99.89% 99.89%
14/11/2024 33.77% 0.03 CHF 0.04 CHF 1,887,500 1,887,500 1,053,410 1,053,410 26,335 CHF 36,890 CHF 98.85% 98.85%
13/11/2024 30.11% 0.03 CHF 0.04 CHF 1,809,100 1,809,100 993,395 993,395 27,919 CHF 37,871 CHF 100.00% 100.00%
12/11/2024 31.96% 0.03 CHF 0.04 CHF 1,687,000 1,687,000 863,783 863,783 23,471 CHF 32,147 CHF 100.00% 100.00%
11/11/2024 26.93% 0.03 CHF 0.04 CHF 1,393,700 1,393,700 759,371 759,371 24,690 CHF 32,360 CHF 99.93% 99.93%
08/11/2024 40.98% 0.04 CHF 0.05 CHF 1,374,800 1,374,800 518,750 518,750 18,157 CHF 23,848 CHF 100.00% 100.00%
07/11/2024 24.29% 0.04 CHF 0.05 CHF 1,278,800 1,278,800 609,598 609,598 22,545 CHF 28,656 CHF 98.68% 98.68%

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