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 2.96% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 53,848 CHF 55,469 CHF 100.00% 100.00%
19/11/2024 2.96% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 54,292 CHF 55,922 CHF 100.00% 100.00%
18/11/2024 2.47% 0.56 CHF 0.58 CHF 100,000 100,000 100,000 100,000 56,237 CHF 57,642 CHF 100.00% 100.00%
15/11/2024 2.63% 0.55 CHF 0.57 CHF 100,000 100,000 100,000 100,000 55,698 CHF 57,182 CHF 99.99% 99.99%
14/11/2024 2.58% 0.57 CHF 0.59 CHF 100,000 100,000 100,000 100,000 56,705 CHF 58,187 CHF 99.52% 99.52%
13/11/2024 2.53% 0.57 CHF 0.58 CHF 100,000 100,000 99,777 99,147 57,152 CHF 58,238 CHF 99.32% 99.32%
12/11/2024 2.93% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 58,762 CHF 60,507 CHF 100.00% 100.00%
11/11/2024 2.84% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 60,217 CHF 61,949 CHF 100.00% 100.00%
08/11/2024 2.30% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 59,598 CHF 60,982 CHF 100.00% 100.00%
07/11/2024 2.52% 0.61 CHF 0.62 CHF 100,000 100,000 99,482 97,408 60,059 CHF 60,300 CHF 99.13% 99.13%

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