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 33.36% 0.03 CHF 0.04 CHF 2,568,000 2,568,000 2,554,220 2,554,220 63,800 CHF 89,343 CHF 100.00% 100.00%
19/11/2024 35.57% 0.03 CHF 0.04 CHF 2,654,600 2,654,600 2,651,820 2,651,820 61,789 CHF 88,307 CHF 100.00% 100.00%
18/11/2024 33.41% 0.03 CHF 0.04 CHF 2,865,100 2,865,100 2,843,640 2,843,640 70,934 CHF 99,371 CHF 100.00% 100.00%
15/11/2024 37.77% 0.02 CHF 0.03 CHF 2,983,400 2,983,400 2,939,150 2,939,150 63,659 CHF 93,051 CHF 100.00% 100.00%
14/11/2024 40.14% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,987,570 2,987,570 59,547 CHF 89,423 CHF 99.35% 99.35%
13/11/2024 42.11% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,987,630 2,987,630 56,581 CHF 86,458 CHF 100.00% 100.00%
12/11/2024 34.91% 0.02 CHF 0.03 CHF 2,831,500 2,831,500 2,793,390 2,793,390 66,494 CHF 94,428 CHF 100.00% 100.00%
11/11/2024 36.53% 0.03 CHF 0.04 CHF 2,864,500 2,864,500 2,874,730 2,874,730 64,939 CHF 93,687 CHF 99.93% 99.93%
08/11/2024 39.08% 0.02 CHF 0.03 CHF 2,225,800 2,225,800 2,213,200 2,213,200 45,784 CHF 67,916 CHF 99.40% 99.40%
07/11/2024 29.12% 0.03 CHF 0.04 CHF 2,564,800 2,564,800 2,559,700 2,559,700 75,289 CHF 100,886 CHF 100.00% 100.00%

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