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 7.71% 0.12 CHF 0.13 CHF 2,380,400 2,380,400 1,054,740 1,054,740 131,650 CHF 142,233 CHF 99.90% 99.90%
19/11/2024 8.14% 0.13 CHF 0.14 CHF 2,514,400 2,514,400 1,127,590 1,127,590 135,789 CHF 147,086 CHF 100.00% 100.00%
18/11/2024 7.59% 0.13 CHF 0.14 CHF 2,435,200 2,435,200 1,084,490 1,084,490 139,691 CHF 150,556 CHF 99.90% 99.90%
15/11/2024 6.62% 0.13 CHF 0.14 CHF 2,007,300 2,007,300 865,829 865,829 126,438 CHF 135,163 CHF 99.69% 99.69%
14/11/2024 5.67% 0.17 CHF 0.18 CHF 1,837,700 1,837,700 797,549 797,549 137,365 CHF 145,356 CHF 100.00% 100.00%
13/11/2024 6.44% 0.17 CHF 0.18 CHF 2,014,800 2,014,800 905,740 905,740 141,150 CHF 150,224 CHF 100.00% 100.00%
12/11/2024 6.79% 0.14 CHF 0.15 CHF 2,145,800 2,145,800 957,245 957,245 138,765 CHF 148,355 CHF 100.00% 100.00%
11/11/2024 6.55% 0.14 CHF 0.16 CHF 2,086,100 2,086,100 925,125 925,125 137,926 CHF 147,194 CHF 100.00% 100.00%
08/11/2024 6.47% 0.15 CHF 0.16 CHF 2,009,900 2,009,900 896,975 896,975 136,474 CHF 145,460 CHF 100.00% 100.00%
07/11/2024 6.78% 0.16 CHF 0.17 CHF 2,122,000 2,122,000 947,448 947,448 142,370 CHF 151,870 CHF 99.33% 99.33%

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