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 19.94% 0.05 CHF 0.06 CHF 1,414,700 1,414,700 1,407,100 1,407,100 63,569 CHF 77,640 CHF 100.00% 100.00%
19/11/2024 18.75% 0.05 CHF 0.06 CHF 1,352,900 1,352,900 1,351,510 1,351,510 65,449 CHF 78,965 CHF 100.00% 100.00%
18/11/2024 19.65% 0.05 CHF 0.06 CHF 1,213,800 1,213,800 1,204,700 1,204,700 55,417 CHF 67,464 CHF 100.00% 100.00%
15/11/2024 18.16% 0.05 CHF 0.06 CHF 1,184,500 1,184,500 1,166,910 1,166,910 58,426 CHF 70,095 CHF 100.00% 100.00%
14/11/2024 15.79% 0.05 CHF 0.06 CHF 920,500 920,500 925,553 925,553 54,233 CHF 63,489 CHF 99.35% 99.35%
13/11/2024 14.54% 0.07 CHF 0.08 CHF 1,106,700 1,106,700 1,095,920 1,095,920 70,110 CHF 81,069 CHF 100.00% 100.00%
12/11/2024 17.77% 0.06 CHF 0.07 CHF 1,169,700 1,169,700 1,153,980 1,153,980 59,292 CHF 70,831 CHF 100.00% 100.00%
11/11/2024 17.19% 0.05 CHF 0.06 CHF 1,117,300 1,117,300 1,121,280 1,121,280 59,933 CHF 71,146 CHF 99.93% 99.93%
08/11/2024 16.42% 0.06 CHF 0.07 CHF 1,469,900 1,469,900 1,461,570 1,461,570 81,898 CHF 96,514 CHF 99.40% 99.40%
07/11/2024 19.89% 0.05 CHF 0.06 CHF 1,054,100 1,054,100 1,052,010 1,052,010 47,779 CHF 58,300 CHF 100.00% 100.00%

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