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
22/11/2024 2.00% 0.51 CHF 0.52 CHF 1,080,800 1,080,800 1,194,710 1,194,710 590,055 CHF 602,002 CHF 100.00% 100.00%
20/11/2024 2.64% 0.40 CHF 0.41 CHF 1,331,600 1,331,600 1,414,820 1,414,820 528,710 CHF 542,858 CHF 100.00% 100.00%
19/11/2024 2.65% 0.36 CHF 0.37 CHF 1,425,800 1,425,800 1,509,860 1,509,860 562,421 CHF 577,519 CHF 98.78% 98.78%
18/11/2024 3.02% 0.35 CHF 0.36 CHF 1,521,300 1,521,300 1,713,680 1,713,650 559,842 CHF 576,969 CHF 100.00% 100.00%
15/11/2024 3.36% 0.30 CHF 0.31 CHF 1,739,200 1,739,200 1,766,660 1,766,660 517,283 CHF 534,950 CHF 100.00% 100.00%
14/11/2024 2.76% 0.30 CHF 0.31 CHF 1,769,900 1,769,900 1,556,680 1,556,680 427,244 CHF 439,336 CHF 99.79% 99.79%
13/11/2024 2.77% 0.35 CHF 0.36 CHF 1,528,600 1,528,600 1,479,890 1,479,890 527,680 CHF 542,479 CHF 100.00% 100.00%
12/11/2024 2.85% 0.34 CHF 0.35 CHF 1,473,700 1,473,700 1,373,000 1,373,460 475,730 CHF 489,618 CHF 100.00% 100.00%
11/11/2024 2.21% 0.37 CHF 0.38 CHF 1,360,000 1,360,000 1,019,140 1,019,140 458,028 CHF 468,220 CHF 100.00% 100.00%
08/11/2024 1.83% 0.53 CHF 0.54 CHF 974,600 974,600 970,181 970,181 524,834 CHF 534,536 CHF 100.00% 100.00%

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