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 39.92% 0.03 CHF 0.04 CHF 1,260,500 1,260,500 1,226,240 1,226,240 24,599 CHF 36,861 CHF 100.00% 100.00%
19/11/2024 34.89% 0.02 CHF 0.03 CHF 1,288,700 1,288,700 1,314,120 1,314,120 31,340 CHF 44,481 CHF 100.00% 100.00%
18/11/2024 40.67% 0.02 CHF 0.03 CHF 1,508,500 1,508,500 1,497,390 1,497,390 29,458 CHF 44,432 CHF 100.00% 100.00%
15/11/2024 45.21% 0.02 CHF 0.03 CHF 1,107,700 1,107,700 1,110,050 1,110,050 19,314 CHF 30,415 CHF 100.00% 100.00%
14/11/2024 33.90% 0.02 CHF 0.03 CHF 1,003,800 1,003,800 1,013,550 1,013,550 24,913 CHF 35,049 CHF 100.00% 100.00%
13/11/2024 36.71% 0.03 CHF 0.04 CHF 1,230,400 1,230,400 1,198,720 1,198,720 26,967 CHF 38,955 CHF 100.00% 100.00%
12/11/2024 40.00% 0.02 CHF 0.03 CHF 1,336,300 1,336,300 1,330,790 1,330,790 26,616 CHF 39,924 CHF 99.86% 99.86%
11/11/2024 40.00% 0.02 CHF 0.03 CHF 1,189,500 1,189,500 1,219,320 1,219,320 24,387 CHF 36,580 CHF 99.68% 99.68%
08/11/2024 40.00% 0.02 CHF 0.03 CHF 1,111,000 1,111,000 1,101,420 1,101,420 22,028 CHF 33,043 CHF 99.20% 99.20%
07/11/2024 39.27% 0.02 CHF 0.03 CHF 1,163,000 1,163,000 1,158,200 1,158,200 23,799 CHF 35,382 CHF 100.00% 100.00%

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