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 1.72% 0.56 CHF 0.59 CHF 200,000 200,000 200,000 200,000 115,086 CHF 117,086 CHF 13.10% 98.98%
19/11/2024 1.84% 0.54 CHF 0.55 CHF 200,000 200,000 200,000 200,000 107,654 CHF 109,654 CHF 100.00% 100.00%
18/11/2024 1.77% 0.56 CHF 0.57 CHF 200,000 200,000 200,000 200,000 111,855 CHF 113,855 CHF 100.00% 100.00%
15/11/2024 1.84% 0.54 CHF 0.55 CHF 200,000 200,000 200,000 200,000 107,750 CHF 109,750 CHF 100.00% 100.00%
14/11/2024 1.87% 0.54 CHF 0.55 CHF 200,000 200,000 200,000 200,000 105,817 CHF 107,817 CHF 99.22% 99.22%
13/11/2024 1.88% 0.52 CHF 0.53 CHF 200,000 200,000 197,794 197,504 104,020 CHF 105,841 CHF 99.36% 99.36%
12/11/2024 1.81% 0.52 CHF 0.53 CHF 200,000 200,000 200,000 200,000 109,464 CHF 111,464 CHF 100.00% 100.00%
11/11/2024 1.60% 0.60 CHF 0.61 CHF 200,000 200,000 200,000 200,000 124,190 CHF 126,190 CHF 100.00% 100.00%
08/11/2024 1.61% 0.61 CHF 0.62 CHF 200,000 200,000 200,000 200,000 122,892 CHF 124,892 CHF 100.00% 100.00%
07/11/2024 1.65% 0.63 CHF 0.64 CHF 200,000 200,000 194,271 193,489 117,149 CHF 118,630 CHF 98.73% 98.73%

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