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 22.22% 0.04 CHF 0.05 CHF 2,390,000 2,390,000 2,390,000 2,390,000 95,609 CHF 119,509 CHF 100.00% 100.00%
19/11/2024 22.27% 0.04 CHF 0.05 CHF 2,188,900 2,188,900 2,188,900 2,188,900 87,414 CHF 109,303 CHF 99.90% 99.90%
18/11/2024 20.46% 0.04 CHF 0.05 CHF 2,047,800 2,047,800 2,027,810 2,027,810 89,127 CHF 109,405 CHF 100.00% 100.00%
15/11/2024 19.04% 0.05 CHF 0.06 CHF 1,664,700 1,664,700 1,668,040 1,668,040 79,501 CHF 96,181 CHF 100.00% 100.00%
14/11/2024 16.63% 0.06 CHF 0.07 CHF 1,597,400 1,597,400 1,597,400 1,597,400 88,065 CHF 104,039 CHF 100.00% 100.00%
13/11/2024 15.25% 0.06 CHF 0.07 CHF 1,622,400 1,622,400 1,591,390 1,591,390 96,573 CHF 112,487 CHF 100.00% 100.00%
12/11/2024 15.38% 0.06 CHF 0.07 CHF 1,492,100 1,492,100 1,468,110 1,468,110 88,087 CHF 102,768 CHF 99.92% 99.92%
11/11/2024 14.29% 0.07 CHF 0.08 CHF 1,530,500 1,530,500 1,530,500 1,530,500 99,483 CHF 114,788 CHF 100.00% 100.00%
08/11/2024 15.14% 0.06 CHF 0.07 CHF 1,470,800 1,470,800 1,440,260 1,440,260 88,008 CHF 102,411 CHF 98.95% 98.95%
07/11/2024 14.17% 0.07 CHF 0.08 CHF 1,479,400 1,479,400 1,479,400 1,479,400 97,115 CHF 111,909 CHF 100.00% 100.00%

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