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 5.26% 0.09 CHF 0.10 CHF 1,915,600 1,915,600 1,873,920 1,873,920 173,463 CHF 182,832 CHF 100.00% 100.00%
19/11/2024 5.04% 0.10 CHF 0.11 CHF 1,846,500 1,846,500 1,949,310 1,949,310 188,264 CHF 198,011 CHF 100.00% 100.00%
18/11/2024 5.40% 0.09 CHF 0.10 CHF 2,017,300 2,017,300 2,012,730 2,012,730 181,360 CHF 191,424 CHF 100.00% 100.00%
15/11/2024 5.44% 0.09 CHF 0.10 CHF 2,010,600 2,010,600 2,033,800 2,033,800 181,950 CHF 192,119 CHF 98.67% 98.67%
14/11/2024 5.59% 0.09 CHF 0.10 CHF 2,048,800 2,048,800 1,884,730 1,884,730 164,229 CHF 173,652 CHF 99.91% 99.91%
13/11/2024 4.92% 0.10 CHF 0.10 CHF 1,777,900 1,777,900 1,756,570 1,756,570 174,244 CHF 183,026 CHF 100.00% 100.00%
12/11/2024 4.85% 0.10 CHF 0.11 CHF 1,742,600 1,742,600 1,717,720 1,717,720 172,793 CHF 181,381 CHF 100.00% 100.00%
11/11/2024 4.63% 0.11 CHF 0.11 CHF 1,701,500 1,701,500 1,550,350 1,550,350 163,421 CHF 171,173 CHF 100.00% 100.00%
08/11/2024 4.01% 0.12 CHF 0.13 CHF 1,450,800 1,450,800 1,497,980 1,497,980 183,283 CHF 190,773 CHF 100.00% 100.00%
07/11/2024 4.18% 0.12 CHF 0.13 CHF 1,529,300 1,529,300 1,552,880 1,552,880 181,750 CHF 189,514 CHF 100.00% 100.00%

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