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
22/11/2024 2.92% 0.35 CHF 0.36 CHF 100,000 100,000 99,064 99,064 33,729 CHF 34,721 CHF 100.00% 100.00%
20/11/2024 2.78% 0.36 CHF 0.37 CHF 100,000 100,000 99,061 99,061 35,554 CHF 36,545 CHF 100.00% 100.00%
19/11/2024 2.62% 0.37 CHF 0.38 CHF 100,000 100,000 99,061 99,061 37,726 CHF 38,717 CHF 100.00% 100.00%
18/11/2024 2.62% 0.38 CHF 0.39 CHF 100,000 100,000 99,062 99,062 37,673 CHF 38,665 CHF 100.00% 100.00%
15/11/2024 2.93% 0.38 CHF 0.39 CHF 100,000 100,000 100,000 100,000 33,692 CHF 34,692 CHF 71.38% 71.38%
14/11/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
13/11/2024 3.36% 0.29 CHF 0.30 CHF 100,000 100,000 99,052 99,052 29,284 CHF 30,276 CHF 98.93% 98.93%
12/11/2024 3.51% 0.28 CHF 0.29 CHF 100,000 100,000 99,061 99,061 28,085 CHF 29,076 CHF 100.00% 100.00%
11/11/2024 3.41% 0.29 CHF 0.30 CHF 100,000 100,000 99,064 99,064 28,859 CHF 29,851 CHF 100.00% 100.00%
08/11/2024 3.23% 0.30 CHF 0.31 CHF 100,000 100,000 99,062 99,062 30,515 CHF 31,507 CHF 100.00% 100.00%

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