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 1.79% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 55,645 CHF 56,645 CHF 100.00% 100.00%
19/11/2024 1.84% 0.54 CHF 0.55 CHF 100,000 100,000 100,091 100,000 54,037 CHF 54,992 CHF 100.00% 100.00%
18/11/2024 1.69% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 58,715 CHF 59,715 CHF 100.00% 100.00%
15/11/2024 1.53% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 64,912 CHF 65,912 CHF 100.00% 100.00%
14/11/2024 1.50% 0.69 CHF 0.70 CHF 100,000 100,000 100,000 100,000 66,167 CHF 67,167 CHF 99.52% 99.52%
13/11/2024 1.51% 0.66 CHF 0.67 CHF 100,000 100,000 99,554 99,147 66,364 CHF 67,090 CHF 99.32% 99.32%
12/11/2024 1.29% 0.70 CHF 0.71 CHF 100,000 100,000 100,000 100,000 76,872 CHF 77,872 CHF 100.00% 100.00%
11/11/2024 1.20% 0.83 CHF 0.84 CHF 100,000 100,000 100,000 100,000 82,898 CHF 83,898 CHF 100.00% 100.00%
08/11/2024 1.31% 0.74 CHF 0.75 CHF 100,000 100,000 100,000 100,000 76,113 CHF 77,113 CHF 100.00% 100.00%
07/11/2024 1.27% 0.86 CHF 0.87 CHF 100,000 100,000 98,444 97,406 81,459 CHF 81,669 CHF 99.12% 99.12%

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