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 1.81% 0.56 CHF 0.57 CHF 100,000 100,000 99,061 99,061 54,740 CHF 55,732 CHF 100.00% 100.00%
19/11/2024 1.76% 0.57 CHF 0.58 CHF 100,000 100,000 99,051 99,051 56,454 CHF 57,445 CHF 98.90% 98.90%
18/11/2024 1.79% 0.56 CHF 0.57 CHF 100,000 100,000 99,064 99,064 55,476 CHF 56,467 CHF 100.00% 100.00%
15/11/2024 1.74% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 57,071 CHF 58,071 CHF 71.71% 71.71%
14/11/2024 1.75% 0.57 CHF 0.58 CHF 100,000 100,000 99,062 99,062 56,808 CHF 57,799 CHF 100.00% 100.00%
13/11/2024 1.74% 0.58 CHF 0.59 CHF 100,000 100,000 99,054 99,054 57,155 CHF 58,146 CHF 99.33% 99.33%
12/11/2024 1.77% 0.58 CHF 0.59 CHF 100,000 100,000 99,058 99,058 56,084 CHF 57,075 CHF 100.00% 100.00%
11/11/2024 1.88% 0.54 CHF 0.55 CHF 100,000 100,000 99,063 99,063 52,631 CHF 53,622 CHF 100.00% 100.00%
08/11/2024 1.88% 0.53 CHF 0.54 CHF 100,000 100,000 99,063 99,063 52,650 CHF 53,641 CHF 100.00% 100.00%
07/11/2024 1.86% 0.53 CHF 0.54 CHF 100,000 100,000 99,061 99,061 53,474 CHF 54,466 CHF 100.00% 100.00%

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