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 2.45% 0.20 CHF 0.21 CHF 2,505,200 2,505,200 2,587,840 2,587,840 522,673 CHF 535,612 CHF 100.00% 100.00%
19/11/2024 2.56% 0.20 CHF 0.20 CHF 2,675,000 2,675,000 2,563,520 2,563,520 494,776 CHF 507,594 CHF 98.78% 98.78%
18/11/2024 2.40% 0.20 CHF 0.20 CHF 2,443,500 2,443,500 2,429,970 2,429,970 500,967 CHF 513,116 CHF 100.00% 100.00%
15/11/2024 2.30% 0.22 CHF 0.22 CHF 2,415,700 2,415,700 2,286,690 2,286,690 490,583 CHF 502,017 CHF 100.00% 100.00%
14/11/2024 2.14% 0.22 CHF 0.23 CHF 2,153,100 2,153,100 2,314,280 2,314,280 535,787 CHF 547,358 CHF 99.91% 99.91%
13/11/2024 2.39% 0.21 CHF 0.22 CHF 2,484,600 2,484,600 2,386,140 2,386,140 493,437 CHF 505,368 CHF 100.00% 100.00%
12/11/2024 2.27% 0.22 CHF 0.22 CHF 2,283,000 2,283,000 2,449,930 2,449,930 534,967 CHF 547,216 CHF 100.00% 100.00%
11/11/2024 2.44% 0.22 CHF 0.23 CHF 2,626,100 2,626,100 2,676,290 2,676,290 542,254 CHF 555,636 CHF 100.00% 100.00%
08/11/2024 2.60% 0.20 CHF 0.20 CHF 2,729,200 2,729,200 2,636,070 2,636,070 500,207 CHF 513,387 CHF 100.00% 100.00%
07/11/2024 2.54% 0.19 CHF 0.19 CHF 2,538,300 2,538,300 2,675,860 2,675,860 520,856 CHF 534,235 CHF 99.41% 99.41%

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