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
22/11/2024 10.65% 0.09 CHF 0.10 CHF 2,077,500 2,077,500 1,147,640 1,147,640 104,607 CHF 116,105 CHF 100.00% 100.00%
20/11/2024 11.13% 0.08 CHF 0.09 CHF 2,145,000 2,145,000 1,164,290 1,164,290 101,022 CHF 112,704 CHF 99.90% 99.90%
19/11/2024 11.18% 0.09 CHF 0.10 CHF 2,131,200 2,131,200 1,179,750 1,179,750 102,303 CHF 114,123 CHF 100.00% 100.00%
18/11/2024 11.79% 0.09 CHF 0.10 CHF 2,322,300 2,322,300 1,286,290 1,286,290 106,741 CHF 119,638 CHF 99.89% 99.89%
15/11/2024 11.51% 0.08 CHF 0.09 CHF 2,115,500 2,115,500 1,160,550 1,160,550 96,114 CHF 107,742 CHF 99.90% 99.90%
14/11/2024 11.85% 0.09 CHF 0.10 CHF 2,314,500 2,314,500 1,270,660 1,270,660 103,751 CHF 116,482 CHF 99.35% 99.35%
13/11/2024 12.64% 0.08 CHF 0.09 CHF 2,407,900 2,407,900 1,322,160 1,322,160 100,036 CHF 113,282 CHF 100.00% 100.00%
12/11/2024 12.42% 0.08 CHF 0.09 CHF 2,405,300 2,405,300 1,320,720 1,320,720 102,105 CHF 115,338 CHF 100.00% 100.00%
11/11/2024 11.56% 0.08 CHF 0.09 CHF 2,192,600 2,192,600 1,194,820 1,194,820 97,421 CHF 109,393 CHF 99.66% 99.66%
08/11/2024 10.81% 0.09 CHF 0.10 CHF 2,168,600 2,168,600 1,185,410 1,185,410 105,452 CHF 117,329 CHF 100.00% 100.00%

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