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 14.60% 0.06 CHF 0.07 CHF 1,978,200 1,978,200 1,947,260 1,947,260 123,739 CHF 143,211 CHF 100.00% 100.00%
19/11/2024 14.86% 0.07 CHF 0.08 CHF 1,898,200 1,898,200 1,917,690 1,917,690 119,591 CHF 138,768 CHF 100.00% 100.00%
18/11/2024 13.90% 0.07 CHF 0.08 CHF 1,795,200 1,795,200 1,784,770 1,784,770 119,635 CHF 137,483 CHF 100.00% 100.00%
15/11/2024 12.75% 0.07 CHF 0.08 CHF 1,741,100 1,741,100 1,741,100 1,741,100 128,009 CHF 145,420 CHF 100.00% 100.00%
14/11/2024 13.53% 0.08 CHF 0.09 CHF 1,855,600 1,855,600 1,878,070 1,878,070 129,647 CHF 148,428 CHF 100.00% 100.00%
13/11/2024 14.12% 0.07 CHF 0.08 CHF 1,897,500 1,897,500 1,896,820 1,896,820 124,897 CHF 143,865 CHF 100.00% 100.00%
12/11/2024 13.39% 0.07 CHF 0.08 CHF 1,702,900 1,702,900 1,675,200 1,675,200 116,737 CHF 133,489 CHF 100.00% 100.00%
11/11/2024 11.61% 0.08 CHF 0.09 CHF 1,579,800 1,579,800 1,574,180 1,574,180 127,772 CHF 143,514 CHF 100.00% 100.00%
08/11/2024 11.41% 0.08 CHF 0.09 CHF 1,375,600 1,375,600 1,367,400 1,367,400 113,195 CHF 126,869 CHF 99.19% 99.19%
07/11/2024 9.40% 0.10 CHF 0.11 CHF 1,275,700 1,275,700 1,261,530 1,261,530 127,949 CHF 140,565 CHF 100.00% 100.00%

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