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
22/11/2024 1.47% 0.73 CHF 0.74 CHF 100,000 100,000 99,264 99,264 70,574 CHF 71,577 CHF 99.87% 99.87%
20/11/2024 1.68% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 59,110 CHF 60,110 CHF 100.00% 100.00%
19/11/2024 1.91% 0.56 CHF 0.57 CHF 100,000 100,000 98,649 98,649 56,564 CHF 57,571 CHF 99.97% 99.97%
18/11/2024 1.68% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 59,021 CHF 60,021 CHF 100.00% 100.00%
15/11/2024 1.93% 0.60 CHF 0.61 CHF 100,000 100,000 98,224 98,210 57,513 CHF 58,505 CHF 100.00% 100.00%
14/11/2024 1.70% 0.58 CHF 0.59 CHF 100,000 100,000 99,347 99,347 60,607 CHF 61,610 CHF 99.30% 99.30%
13/11/2024 1.90% 0.58 CHF 0.59 CHF 100,000 100,000 99,591 99,591 53,521 CHF 54,523 CHF 95.51% 95.51%
12/11/2024 1.86% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 53,248 CHF 54,248 CHF 100.00% 100.00%
11/11/2024 2.01% 0.50 CHF 0.51 CHF 100,000 100,000 104,975 100,000 51,745 CHF 50,355 CHF 100.00% 100.00%
08/11/2024 2.48% 0.43 CHF 0.44 CHF 120,000 100,000 130,139 100,000 51,725 CHF 40,799 CHF 100.00% 100.00%

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