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 110,000 100,000 109,388 100,000 53,157 CHF 49,603 CHF 100.00% 100.00%
19/11/2024 2.12% 0.52 CHF 0.53 CHF 100,000 100,000 98,650 98,649 50,526 CHF 51,533 CHF 99.97% 99.97%
18/11/2024 2.09% 0.49 CHF 0.50 CHF 110,000 100,000 110,000 100,000 51,990 CHF 48,264 CHF 100.00% 100.00%
15/11/2024 2.43% 0.47 CHF 0.48 CHF 110,000 100,000 108,864 98,213 50,605 CHF 46,664 CHF 99.99% 99.99%
14/11/2024 2.27% 0.47 CHF 0.48 CHF 110,000 100,000 114,553 99,347 52,279 CHF 46,385 CHF 99.27% 99.27%
13/11/2024 1.96% 0.51 CHF 0.52 CHF 100,000 100,000 99,592 99,592 51,869 CHF 52,871 CHF 95.50% 95.50%
12/11/2024 1.86% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 53,319 CHF 54,319 CHF 99.99% 99.99%
11/11/2024 1.78% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 55,799 CHF 56,799 CHF 99.99% 99.99%
08/11/2024 1.57% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 63,400 CHF 64,400 CHF 100.00% 100.00%
07/11/2024 1.67% 0.64 CHF 0.65 CHF 100,000 100,000 99,697 99,697 60,723 CHF 61,725 CHF 99.99% 99.99%

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