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 1.91% 0.27 CHF 0.28 CHF 2,161,600 2,161,600 2,389,410 2,389,410 620,624 CHF 632,571 CHF 100.00% 100.00%
20/11/2024 2.57% 0.21 CHF 0.21 CHF 2,663,200 2,663,200 2,829,540 2,829,540 543,978 CHF 558,126 CHF 100.00% 100.00%
19/11/2024 2.58% 0.19 CHF 0.19 CHF 2,851,500 2,851,500 2,982,200 2,982,200 570,651 CHF 585,562 CHF 98.77% 98.77%
18/11/2024 2.97% 0.18 CHF 0.19 CHF 3,000,000 3,000,000 3,000,000 3,000,000 499,025 CHF 514,025 CHF 100.00% 100.00%
15/11/2024 3.36% 0.15 CHF 0.16 CHF 3,000,000 3,000,000 3,000,000 3,000,000 439,326 CHF 454,326 CHF 100.00% 100.00%
14/11/2024 3.62% 0.15 CHF 0.16 CHF 3,000,000 3,000,000 3,000,000 3,000,000 407,973 CHF 422,973 CHF 99.79% 99.79%
13/11/2024 2.76% 0.18 CHF 0.18 CHF 3,000,000 3,000,000 2,953,330 2,953,330 527,869 CHF 542,635 CHF 100.00% 100.00%
12/11/2024 2.85% 0.17 CHF 0.18 CHF 2,947,400 2,947,400 2,746,830 2,746,830 475,907 CHF 489,641 CHF 100.00% 100.00%
11/11/2024 2.20% 0.19 CHF 0.19 CHF 2,719,900 2,719,900 2,038,270 2,038,270 460,632 CHF 470,823 CHF 100.00% 100.00%
08/11/2024 2.51% 0.27 CHF 0.28 CHF 1,949,200 1,949,200 1,940,360 1,940,360 531,216 CHF 544,742 CHF 100.00% 100.00%

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