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 23.15% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,987,660 2,987,660 114,506 CHF 144,383 CHF 100.00% 100.00%
19/11/2024 22.32% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,987,660 2,987,660 118,965 CHF 148,842 CHF 100.00% 100.00%
18/11/2024 22.26% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,987,630 2,987,630 119,275 CHF 149,151 CHF 100.00% 100.00%
15/11/2024 24.98% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,987,630 2,987,630 104,667 CHF 134,544 CHF 100.00% 100.00%
14/11/2024 25.00% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,987,620 2,987,620 104,567 CHF 134,443 CHF 100.00% 100.00%
13/11/2024 24.85% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,987,630 2,987,630 105,401 CHF 135,277 CHF 100.00% 100.00%
12/11/2024 25.00% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,987,640 2,987,640 104,567 CHF 134,444 CHF 99.85% 99.85%
11/11/2024 27.77% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,600 2,987,600 92,990 CHF 122,866 CHF 99.66% 99.66%
08/11/2024 25.00% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,987,540 2,987,540 104,564 CHF 134,439 CHF 99.48% 99.48%
07/11/2024 24.94% 0.04 CHF 0.05 CHF 2,961,000 2,961,000 2,949,520 2,949,520 103,716 CHF 133,211 CHF 99.39% 99.39%

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