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 15.50% 0.06 CHF 0.07 CHF 1,741,200 1,741,200 1,733,680 1,733,680 103,256 CHF 120,593 CHF 100.00% 100.00%
19/11/2024 16.22% 0.06 CHF 0.07 CHF 1,625,800 1,625,800 1,614,300 1,614,300 91,647 CHF 107,790 CHF 99.45% 99.45%
18/11/2024 14.10% 0.07 CHF 0.08 CHF 1,431,700 1,431,700 1,425,800 1,425,800 94,040 CHF 108,298 CHF 100.00% 100.00%
15/11/2024 13.38% 0.07 CHF 0.08 CHF 1,363,800 1,363,800 1,358,180 1,358,180 94,717 CHF 108,298 CHF 100.00% 100.00%
14/11/2024 13.35% 0.08 CHF 0.09 CHF 1,544,900 1,544,900 1,542,780 1,542,780 107,943 CHF 123,371 CHF 100.00% 100.00%
13/11/2024 14.10% 0.07 CHF 0.08 CHF 1,409,800 1,409,800 1,330,290 1,330,290 87,828 CHF 101,130 CHF 100.00% 100.00%
12/11/2024 12.53% 0.08 CHF 0.09 CHF 1,454,800 1,454,800 1,434,100 1,434,100 110,166 CHF 124,539 CHF 98.83% 98.83%
11/11/2024 13.83% 0.07 CHF 0.08 CHF 1,596,400 1,596,400 1,614,990 1,614,990 108,943 CHF 125,093 CHF 99.44% 99.44%
08/11/2024 15.51% 0.06 CHF 0.07 CHF 1,682,200 1,682,200 1,675,260 1,675,260 99,815 CHF 116,567 CHF 100.00% 100.00%
07/11/2024 15.29% 0.06 CHF 0.07 CHF 1,775,900 1,775,900 1,768,580 1,768,580 106,861 CHF 124,546 CHF 100.00% 100.00%

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