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 2.04% 0.48 CHF 0.49 CHF 110,000 100,000 109,828 100,000 53,243 CHF 49,480 CHF 100.00% 100.00%
19/11/2024 2.13% 0.52 CHF 0.53 CHF 100,000 100,000 98,680 98,650 50,338 CHF 51,330 CHF 99.98% 99.98%
18/11/2024 2.10% 0.48 CHF 0.49 CHF 110,000 100,000 110,000 100,000 51,808 CHF 48,098 CHF 100.00% 100.00%
15/11/2024 2.45% 0.46 CHF 0.47 CHF 110,000 100,000 109,307 98,213 50,513 CHF 46,400 CHF 99.99% 99.99%
14/11/2024 2.28% 0.47 CHF 0.48 CHF 110,000 100,000 115,093 99,348 52,349 CHF 46,232 CHF 99.27% 99.27%
13/11/2024 1.97% 0.51 CHF 0.52 CHF 100,000 100,000 99,583 99,583 51,652 CHF 52,654 CHF 93.32% 93.32%
12/11/2024 1.87% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 53,091 CHF 54,091 CHF 99.99% 99.99%
11/11/2024 1.78% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 55,621 CHF 56,621 CHF 99.99% 99.99%
08/11/2024 1.57% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 63,265 CHF 64,265 CHF 100.00% 100.00%
07/11/2024 1.67% 0.63 CHF 0.64 CHF 100,000 100,000 99,697 99,697 60,564 CHF 61,565 CHF 99.99% 99.99%

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