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 3.14% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 50,848 CHF 52,469 CHF 100.00% 100.00%
19/11/2024 3.13% 0.49 CHF 0.50 CHF 110,000 100,000 102,546 100,000 52,539 CHF 52,922 CHF 100.00% 100.00%
18/11/2024 2.54% 0.53 CHF 0.55 CHF 100,000 100,000 100,000 100,000 53,275 CHF 54,642 CHF 100.00% 100.00%
15/11/2024 2.78% 0.52 CHF 0.54 CHF 100,000 100,000 100,000 100,000 52,698 CHF 54,182 CHF 99.99% 99.99%
14/11/2024 2.69% 0.54 CHF 0.56 CHF 100,000 100,000 100,000 100,000 53,752 CHF 55,216 CHF 99.52% 99.52%
13/11/2024 2.57% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 99,147 54,334 CHF 55,264 CHF 99.32% 99.32%
12/11/2024 3.19% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 55,762 CHF 57,573 CHF 100.00% 100.00%
11/11/2024 3.04% 0.57 CHF 0.59 CHF 100,000 100,000 100,000 100,000 57,217 CHF 58,985 CHF 100.00% 100.00%
08/11/2024 2.50% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 56,598 CHF 58,033 CHF 100.00% 100.00%
07/11/2024 2.75% 0.58 CHF 0.59 CHF 100,000 100,000 99,671 97,408 57,179 CHF 57,439 CHF 99.13% 99.13%

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