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
25/11/2024 2.05% 0.50 CHF 0.51 CHF 100,000 100,000 108,890 100,000 52,504 CHF 49,235 CHF 100.00% 100.00%
22/11/2024 1.98% 0.51 CHF 0.52 CHF 100,000 100,000 100,508 99,265 53,210 CHF 53,605 CHF 99.93% 99.93%
20/11/2024 2.08% 0.50 CHF 0.51 CHF 100,000 100,000 108,552 100,000 51,586 CHF 48,556 CHF 100.00% 100.00%
19/11/2024 2.24% 0.48 CHF 0.49 CHF 110,000 100,000 106,945 98,649 51,853 CHF 48,858 CHF 99.96% 99.96%
18/11/2024 2.17% 0.46 CHF 0.47 CHF 110,000 100,000 113,602 100,000 51,826 CHF 46,641 CHF 100.00% 100.00%
15/11/2024 2.57% 0.46 CHF 0.47 CHF 110,000 100,000 116,352 98,210 51,180 CHF 44,227 CHF 99.99% 99.99%
14/11/2024 2.27% 0.44 CHF 0.45 CHF 120,000 100,000 114,105 99,347 51,907 CHF 46,233 CHF 99.28% 99.28%
13/11/2024 2.25% 0.48 CHF 0.49 CHF 110,000 100,000 116,321 99,584 52,621 CHF 46,090 CHF 93.70% 93.70%
12/11/2024 2.15% 0.46 CHF 0.47 CHF 110,000 100,000 112,789 100,000 51,962 CHF 47,097 CHF 100.00% 100.00%
11/11/2024 2.20% 0.45 CHF 0.46 CHF 120,000 100,000 116,747 100,000 52,426 CHF 45,935 CHF 99.99% 99.99%

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