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 2.74% 0.37 CHF 0.38 CHF 100,000 100,000 100,000 100,000 36,021 CHF 37,021 CHF 99.81% 99.81%
19/11/2024 2.68% 0.36 CHF 0.37 CHF 100,000 100,000 100,000 100,000 36,761 CHF 37,761 CHF 99.72% 99.72%
18/11/2024 2.60% 0.37 CHF 0.38 CHF 100,000 100,000 100,000 100,000 37,898 CHF 38,898 CHF 99.71% 99.71%
15/11/2024 2.74% 0.36 CHF 0.37 CHF 100,000 100,000 100,000 100,000 36,050 CHF 37,050 CHF 99.81% 99.81%
14/11/2024 2.77% 0.36 CHF 0.37 CHF 100,000 100,000 100,000 100,000 35,657 CHF 36,657 CHF 99.81% 99.81%
13/11/2024 2.87% 0.36 CHF 0.37 CHF 100,000 100,000 100,000 100,000 34,404 CHF 35,404 CHF 99.81% 99.81%
12/11/2024 2.96% 0.34 CHF 0.35 CHF 100,000 100,000 100,000 100,000 33,266 CHF 34,266 CHF 99.51% 99.51%
11/11/2024 2.99% 0.33 CHF 0.34 CHF 100,000 100,000 100,000 100,000 33,003 CHF 34,003 CHF 99.72% 99.72%
08/11/2024 2.83% 0.36 CHF 0.37 CHF 100,000 100,000 100,000 100,000 34,790 CHF 35,790 CHF 99.81% 99.81%
07/11/2024 3.03% 0.32 CHF 0.33 CHF 100,000 100,000 100,000 100,000 32,490 CHF 33,490 CHF 95.70% 95.70%

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