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 42.17% 0.02 CHF 0.03 CHF 2,447,200 2,447,200 2,380,680 2,380,680 44,964 CHF 68,771 CHF 100.00% 100.00%
19/11/2024 48.89% 0.02 CHF 0.03 CHF 2,335,500 2,335,500 2,381,590 2,381,590 37,024 CHF 60,840 CHF 100.00% 100.00%
18/11/2024 40.00% 0.02 CHF 0.03 CHF 2,201,900 2,201,900 2,185,670 2,185,670 43,713 CHF 65,570 CHF 100.00% 100.00%
15/11/2024 40.00% 0.02 CHF 0.03 CHF 2,310,300 2,310,300 2,315,180 2,315,180 46,304 CHF 69,455 CHF 100.00% 100.00%
14/11/2024 48.48% 0.02 CHF 0.03 CHF 2,475,600 2,475,600 2,499,660 2,499,660 39,382 CHF 64,379 CHF 100.00% 100.00%
13/11/2024 42.92% 0.02 CHF 0.03 CHF 2,386,100 2,386,100 2,324,780 2,324,780 43,026 CHF 66,274 CHF 100.00% 100.00%
12/11/2024 40.00% 0.02 CHF 0.03 CHF 2,226,500 2,226,500 2,217,310 2,217,310 44,346 CHF 66,519 CHF 99.86% 99.86%
11/11/2024 40.00% 0.02 CHF 0.03 CHF 2,219,900 2,219,900 2,275,490 2,275,490 45,510 CHF 68,265 CHF 99.68% 99.68%
08/11/2024 40.00% 0.02 CHF 0.03 CHF 2,358,200 2,358,200 2,337,890 2,337,890 46,758 CHF 70,137 CHF 99.20% 99.20%
07/11/2024 40.00% 0.02 CHF 0.03 CHF 2,321,200 2,321,200 2,311,630 2,311,630 46,233 CHF 69,349 CHF 100.00% 100.00%

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