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 9.50% 0.10 CHF 0.11 CHF 1,276,200 1,276,200 1,264,240 1,264,240 126,700 CHF 139,342 CHF 100.00% 100.00%
20/11/2024 9.97% 0.10 CHF 0.11 CHF 1,335,400 1,335,400 1,339,220 1,339,220 127,706 CHF 141,098 CHF 100.00% 100.00%
19/11/2024 10.50% 0.10 CHF 0.11 CHF 1,394,900 1,394,900 1,408,140 1,408,140 127,132 CHF 141,213 CHF 99.86% 99.86%
18/11/2024 10.47% 0.09 CHF 0.10 CHF 1,370,300 1,370,300 1,368,930 1,368,930 124,041 CHF 137,730 CHF 100.00% 100.00%
15/11/2024 8.73% 0.09 CHF 0.10 CHF 987,600 987,600 958,665 958,665 105,481 CHF 115,067 CHF 100.00% 100.00%
14/11/2024 7.11% 0.14 CHF 0.14 CHF 920,200 920,200 918,329 918,329 124,498 CHF 133,681 CHF 100.00% 100.00%
13/11/2024 7.33% 0.14 CHF 0.14 CHF 916,100 916,100 920,885 920,885 121,146 CHF 130,355 CHF 100.00% 100.00%
12/11/2024 7.02% 0.14 CHF 0.15 CHF 933,000 933,000 937,928 937,928 128,949 CHF 138,328 CHF 99.89% 99.89%
11/11/2024 7.18% 0.14 CHF 0.14 CHF 963,500 963,500 964,329 964,329 129,491 CHF 139,135 CHF 100.00% 100.00%
08/11/2024 7.60% 0.13 CHF 0.14 CHF 981,500 981,500 985,611 985,611 124,852 CHF 134,708 CHF 98.91% 98.91%

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