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 15.33% 0.03 CHF 0.04 CHF 1,753,800 1,753,800 1,755,170 1,755,170 52,884 CHF 61,660 CHF 99.44% 99.44%
19/11/2024 15.38% 0.03 CHF 0.04 CHF 1,755,600 1,755,600 1,618,660 1,618,660 48,560 CHF 56,653 CHF 98.77% 98.77%
18/11/2024 13.70% 0.03 CHF 0.04 CHF 1,578,100 1,578,100 1,412,840 1,412,840 48,031 CHF 55,095 CHF 98.77% 98.77%
15/11/2024 13.00% 0.04 CHF 0.05 CHF 1,360,700 1,360,700 1,263,210 1,263,210 45,608 CHF 51,924 CHF 100.00% 100.00%
14/11/2024 11.70% 0.04 CHF 0.05 CHF 1,232,300 1,232,300 1,362,310 1,362,310 54,868 CHF 61,679 CHF 100.00% 100.00%
13/11/2024 12.66% 0.04 CHF 0.05 CHF 1,399,800 1,399,800 1,492,280 1,492,280 55,382 CHF 62,843 CHF 100.00% 100.00%
12/11/2024 13.20% 0.04 CHF 0.05 CHF 1,520,800 1,520,800 1,702,600 1,702,600 60,222 CHF 68,735 CHF 99.81% 99.81%
11/11/2024 15.38% 0.04 CHF 0.04 CHF 1,751,300 1,751,300 1,927,520 1,927,520 57,875 CHF 67,513 CHF 99.73% 99.73%
08/11/2024 16.43% 0.03 CHF 0.04 CHF 1,983,800 1,983,800 1,999,290 1,999,290 56,254 CHF 66,250 CHF 100.00% 100.00%
07/11/2024 16.45% 0.03 CHF 0.03 CHF 2,004,000 2,004,000 1,796,630 1,796,630 50,269 CHF 59,252 CHF 99.96% 99.96%

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