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 1.09% 0.92 CHF 0.93 CHF 100,000 100,000 100,000 100,000 91,357 CHF 92,357 CHF 100.00% 100.00%
19/11/2024 1.23% 0.88 CHF 0.89 CHF 100,000 100,000 98,650 98,650 87,676 CHF 88,683 CHF 99.98% 99.98%
18/11/2024 1.07% 0.92 CHF 0.93 CHF 100,000 100,000 100,000 100,000 92,940 CHF 93,940 CHF 100.00% 100.00%
15/11/2024 1.20% 0.94 CHF 0.95 CHF 100,000 100,000 98,220 98,213 92,545 CHF 93,538 CHF 99.99% 99.99%
14/11/2024 1.10% 0.94 CHF 0.95 CHF 100,000 100,000 99,348 99,348 94,610 CHF 95,613 CHF 99.27% 99.27%
13/11/2024 1.15% 0.90 CHF 0.91 CHF 100,000 100,000 99,592 99,592 88,591 CHF 89,593 CHF 95.50% 95.50%
12/11/2024 1.13% 0.88 CHF 0.89 CHF 100,000 100,000 100,000 100,000 87,898 CHF 88,898 CHF 99.99% 99.99%
11/11/2024 1.16% 0.86 CHF 0.87 CHF 100,000 100,000 100,000 100,000 85,561 CHF 86,561 CHF 99.99% 99.99%
08/11/2024 1.27% 0.80 CHF 0.81 CHF 100,000 100,000 100,000 100,000 78,434 CHF 79,434 CHF 100.00% 100.00%
07/11/2024 1.25% 0.78 CHF 0.79 CHF 100,000 100,000 99,697 99,697 80,815 CHF 81,817 CHF 99.99% 99.99%

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