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 1.19% 0.84 CHF 0.85 CHF 100,000 100,000 100,000 100,000 83,784 CHF 84,784 CHF 100.00% 100.00%
19/11/2024 1.34% 0.81 CHF 0.82 CHF 100,000 100,000 98,649 98,649 80,382 CHF 81,389 CHF 99.97% 99.97%
18/11/2024 1.16% 0.84 CHF 0.85 CHF 100,000 100,000 100,000 100,000 85,629 CHF 86,629 CHF 100.00% 100.00%
15/11/2024 1.30% 0.87 CHF 0.88 CHF 100,000 100,000 98,220 98,213 85,314 CHF 86,308 CHF 99.99% 99.99%
14/11/2024 1.19% 0.86 CHF 0.87 CHF 100,000 100,000 99,347 99,347 87,101 CHF 88,104 CHF 99.26% 99.26%
13/11/2024 1.26% 0.83 CHF 0.84 CHF 100,000 100,000 99,599 99,599 81,218 CHF 82,220 CHF 97.19% 97.19%
12/11/2024 1.24% 0.81 CHF 0.82 CHF 100,000 100,000 100,000 100,000 80,416 CHF 81,416 CHF 99.99% 99.99%
11/11/2024 1.27% 0.79 CHF 0.80 CHF 100,000 100,000 100,000 100,000 78,098 CHF 79,098 CHF 99.99% 99.99%
08/11/2024 1.40% 0.73 CHF 0.74 CHF 100,000 100,000 100,000 100,000 70,883 CHF 71,883 CHF 100.00% 100.00%
07/11/2024 1.38% 0.71 CHF 0.72 CHF 100,000 100,000 99,697 99,697 73,413 CHF 74,415 CHF 99.99% 99.99%

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