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 1.12% 0.92 CHF 0.93 CHF 100,000 100,000 100,000 100,000 88,913 CHF 89,913 CHF 100.00% 100.00%
19/11/2024 1.26% 0.85 CHF 0.86 CHF 100,000 100,000 98,649 98,649 85,867 CHF 86,874 CHF 99.96% 99.96%
18/11/2024 1.12% 0.87 CHF 0.88 CHF 100,000 100,000 100,000 100,000 88,752 CHF 89,752 CHF 100.00% 100.00%
15/11/2024 1.28% 0.90 CHF 0.91 CHF 100,000 100,000 98,217 98,210 86,858 CHF 87,851 CHF 100.00% 100.00%
14/11/2024 1.15% 0.88 CHF 0.89 CHF 100,000 100,000 99,347 99,347 90,301 CHF 91,305 CHF 99.29% 99.29%
13/11/2024 1.23% 0.87 CHF 0.88 CHF 100,000 100,000 99,596 99,596 83,071 CHF 84,073 CHF 96.51% 96.51%
12/11/2024 1.20% 0.84 CHF 0.85 CHF 100,000 100,000 100,000 100,000 82,975 CHF 83,975 CHF 100.00% 100.00%
11/11/2024 1.26% 0.80 CHF 0.81 CHF 100,000 100,000 100,000 100,000 78,973 CHF 79,973 CHF 100.00% 100.00%
08/11/2024 1.44% 0.72 CHF 0.73 CHF 100,000 100,000 100,000 100,000 69,150 CHF 70,150 CHF 100.00% 100.00%
07/11/2024 1.48% 0.67 CHF 0.68 CHF 100,000 100,000 99,697 99,697 68,506 CHF 69,508 CHF 99.99% 99.99%

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