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 1.17% 0.87 CHF 0.88 CHF 100,000 100,000 100,000 100,000 85,146 CHF 86,146 CHF 100.00% 100.00%
19/11/2024 1.27% 0.85 CHF 0.86 CHF 100,000 100,000 98,649 98,649 84,954 CHF 85,961 CHF 99.97% 99.97%
18/11/2024 1.19% 0.83 CHF 0.84 CHF 100,000 100,000 100,000 100,000 83,225 CHF 84,225 CHF 100.00% 100.00%
15/11/2024 1.38% 0.83 CHF 0.84 CHF 100,000 100,000 98,219 98,209 80,236 CHF 81,227 CHF 99.99% 99.99%
14/11/2024 1.25% 0.82 CHF 0.83 CHF 100,000 100,000 99,347 99,347 82,663 CHF 83,666 CHF 99.28% 99.28%
13/11/2024 1.24% 0.85 CHF 0.86 CHF 100,000 100,000 99,541 99,541 82,473 CHF 83,475 CHF 84.85% 84.85%
12/11/2024 1.19% 0.84 CHF 0.85 CHF 100,000 100,000 100,000 100,000 83,838 CHF 84,838 CHF 100.00% 100.00%
11/11/2024 1.20% 0.83 CHF 0.84 CHF 100,000 100,000 100,000 100,000 82,626 CHF 83,626 CHF 99.99% 99.99%
08/11/2024 1.22% 0.82 CHF 0.83 CHF 100,000 100,000 100,000 100,000 81,262 CHF 82,262 CHF 100.00% 100.00%
07/11/2024 1.30% 0.79 CHF 0.80 CHF 100,000 100,000 99,697 99,697 77,668 CHF 78,670 CHF 99.99% 99.99%

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