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 23.83% 0.04 CHF 0.05 CHF 2,490,400 2,490,400 2,485,730 2,485,730 92,222 CHF 117,080 CHF 100.00% 100.00%
19/11/2024 23.42% 0.04 CHF 0.05 CHF 2,144,000 2,144,000 2,139,460 2,139,460 81,002 CHF 102,397 CHF 100.00% 100.00%
18/11/2024 20.00% 0.05 CHF 0.06 CHF 2,222,400 2,222,400 2,222,400 2,222,400 100,008 CHF 122,232 CHF 100.00% 100.00%
15/11/2024 20.14% 0.04 CHF 0.05 CHF 1,997,500 1,997,500 1,978,160 1,978,160 88,379 CHF 108,160 CHF 100.00% 100.00%
14/11/2024 19.36% 0.05 CHF 0.06 CHF 2,133,100 2,133,100 2,148,620 2,148,620 100,667 CHF 122,153 CHF 100.00% 100.00%
13/11/2024 20.32% 0.05 CHF 0.06 CHF 2,122,400 2,122,400 2,112,190 2,112,190 93,510 CHF 114,632 CHF 100.00% 100.00%
12/11/2024 20.00% 0.05 CHF 0.06 CHF 1,907,600 1,907,600 1,907,600 1,907,600 85,842 CHF 104,918 CHF 99.86% 99.86%
11/11/2024 18.01% 0.05 CHF 0.06 CHF 1,892,600 1,892,600 1,878,370 1,878,370 94,967 CHF 113,751 CHF 99.68% 99.68%
08/11/2024 18.07% 0.05 CHF 0.06 CHF 1,811,500 1,811,500 1,805,570 1,805,570 90,921 CHF 108,977 CHF 98.78% 98.78%
07/11/2024 16.67% 0.06 CHF 0.07 CHF 1,807,700 1,807,700 1,807,700 1,807,700 99,424 CHF 117,500 CHF 100.00% 100.00%

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