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 3.00% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 52,056 CHF 53,639 CHF 100.00% 100.00%
19/11/2024 3.08% 0.50 CHF 0.52 CHF 100,000 100,000 100,000 100,000 52,499 CHF 54,138 CHF 100.00% 100.00%
18/11/2024 2.77% 0.54 CHF 0.56 CHF 100,000 100,000 100,000 100,000 54,465 CHF 55,993 CHF 100.00% 100.00%
15/11/2024 2.90% 0.53 CHF 0.55 CHF 100,000 100,000 100,000 100,000 53,929 CHF 55,516 CHF 99.99% 99.99%
14/11/2024 2.63% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 54,953 CHF 56,414 CHF 99.52% 99.52%
13/11/2024 2.70% 0.55 CHF 0.57 CHF 100,000 100,000 100,000 99,147 55,533 CHF 56,558 CHF 99.32% 99.32%
12/11/2024 2.85% 0.56 CHF 0.58 CHF 100,000 100,000 100,000 100,000 57,052 CHF 58,699 CHF 100.00% 100.00%
11/11/2024 2.81% 0.58 CHF 0.60 CHF 100,000 100,000 100,000 100,000 58,477 CHF 60,143 CHF 100.00% 100.00%
08/11/2024 2.57% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 57,811 CHF 59,318 CHF 100.00% 100.00%
07/11/2024 2.77% 0.59 CHF 0.61 CHF 100,000 100,000 99,482 97,408 58,296 CHF 58,672 CHF 99.13% 99.13%

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