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 32.51% 0.03 CHF 0.04 CHF 980,800 980,800 954,155 954,155 24,676 CHF 34,217 CHF 100.00% 100.00%
19/11/2024 37.46% 0.03 CHF 0.04 CHF 913,700 913,700 931,747 931,747 20,383 CHF 29,700 CHF 100.00% 100.00%
18/11/2024 28.81% 0.03 CHF 0.04 CHF 791,800 791,800 785,974 785,974 23,393 CHF 31,253 CHF 100.00% 100.00%
15/11/2024 27.97% 0.03 CHF 0.04 CHF 913,900 913,900 915,831 915,831 28,303 CHF 37,461 CHF 100.00% 100.00%
14/11/2024 33.33% 0.03 CHF 0.04 CHF 1,029,600 1,029,600 1,039,620 1,039,620 25,991 CHF 36,387 CHF 100.00% 100.00%
13/11/2024 32.75% 0.03 CHF 0.04 CHF 902,500 902,500 879,277 879,277 22,516 CHF 31,309 CHF 100.00% 100.00%
12/11/2024 28.57% 0.03 CHF 0.04 CHF 796,000 796,000 792,718 792,718 23,782 CHF 31,709 CHF 99.85% 99.85%
11/11/2024 28.57% 0.03 CHF 0.04 CHF 821,800 821,800 842,366 842,366 25,271 CHF 33,695 CHF 99.70% 99.70%
08/11/2024 28.51% 0.03 CHF 0.04 CHF 908,100 908,100 900,272 900,272 27,089 CHF 36,092 CHF 99.22% 99.22%
07/11/2024 29.00% 0.03 CHF 0.04 CHF 874,800 874,800 871,193 871,193 25,745 CHF 34,457 CHF 100.00% 100.00%

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