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 10.83% 0.09 CHF 0.10 CHF 2,797,200 2,797,200 1,350,040 1,350,040 118,908 CHF 132,439 CHF 99.89% 99.89%
19/11/2024 10.92% 0.09 CHF 0.10 CHF 2,823,700 2,823,700 1,371,180 1,371,180 120,525 CHF 134,258 CHF 100.00% 100.00%
18/11/2024 11.19% 0.09 CHF 0.10 CHF 3,000,000 3,000,000 1,452,200 1,452,200 126,602 CHF 141,146 CHF 99.85% 99.85%
15/11/2024 11.05% 0.08 CHF 0.09 CHF 2,829,700 2,829,700 1,365,570 1,365,570 117,639 CHF 131,315 CHF 99.99% 99.99%
14/11/2024 10.20% 0.09 CHF 0.10 CHF 2,732,800 2,732,800 1,301,350 1,301,350 123,076 CHF 136,109 CHF 100.00% 100.00%
13/11/2024 9.49% 0.10 CHF 0.11 CHF 2,446,100 2,446,100 1,177,740 1,177,740 120,374 CHF 132,169 CHF 100.00% 100.00%
12/11/2024 8.77% 0.11 CHF 0.12 CHF 2,226,700 2,226,700 1,054,750 1,054,750 116,666 CHF 127,230 CHF 100.00% 100.00%
11/11/2024 8.46% 0.12 CHF 0.13 CHF 2,140,800 2,140,800 1,031,420 1,031,420 118,414 CHF 128,744 CHF 100.00% 100.00%
08/11/2024 8.04% 0.12 CHF 0.13 CHF 2,058,600 2,058,600 976,176 976,176 118,875 CHF 128,651 CHF 99.85% 99.85%
07/11/2024 8.64% 0.12 CHF 0.13 CHF 2,252,200 2,252,200 1,102,510 1,102,510 127,024 CHF 138,097 CHF 100.00% 100.00%

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