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 27.72% 0.04 CHF 0.05 CHF 1,907,300 1,907,300 1,906,980 1,906,980 59,483 CHF 78,552 CHF 100.00% 100.00%
19/11/2024 25.82% 0.04 CHF 0.05 CHF 2,246,700 2,246,700 2,247,150 2,247,150 76,070 CHF 98,541 CHF 100.00% 100.00%
18/11/2024 28.57% 0.03 CHF 0.04 CHF 2,014,800 2,014,800 2,038,420 2,038,420 61,152 CHF 81,537 CHF 100.00% 100.00%
15/11/2024 28.57% 0.03 CHF 0.04 CHF 2,164,700 2,164,700 2,122,140 2,122,140 63,664 CHF 84,886 CHF 100.00% 100.00%
14/11/2024 26.72% 0.03 CHF 0.04 CHF 1,664,700 1,664,700 1,698,680 1,698,680 55,531 CHF 72,518 CHF 100.00% 100.00%
13/11/2024 23.14% 0.04 CHF 0.05 CHF 1,510,300 1,510,300 1,537,340 1,537,340 58,995 CHF 74,369 CHF 100.00% 100.00%
12/11/2024 24.30% 0.04 CHF 0.05 CHF 2,012,400 2,012,400 1,973,270 1,973,270 71,569 CHF 91,301 CHF 99.85% 99.85%
11/11/2024 28.55% 0.03 CHF 0.04 CHF 1,768,700 1,768,700 1,770,120 1,770,120 53,160 CHF 70,862 CHF 99.69% 99.69%
08/11/2024 28.70% 0.04 CHF 0.05 CHF 2,967,000 2,967,000 2,830,380 2,830,380 88,963 CHF 118,011 CHF 98.79% 98.79%
07/11/2024 37.75% 0.03 CHF 0.04 CHF 2,250,700 2,250,700 2,258,410 2,258,410 49,163 CHF 71,748 CHF 100.00% 100.00%

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