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 1.83% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 54,211 CHF 55,211 CHF 100.00% 100.00%
19/11/2024 1.95% 0.57 CHF 0.58 CHF 100,000 100,000 98,649 98,649 55,093 CHF 56,100 CHF 99.97% 99.97%
18/11/2024 1.81% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 54,907 CHF 55,907 CHF 100.00% 100.00%
15/11/2024 2.02% 0.54 CHF 0.55 CHF 100,000 100,000 98,224 98,210 54,885 CHF 55,877 CHF 100.00% 100.00%
14/11/2024 1.93% 0.57 CHF 0.58 CHF 100,000 100,000 99,347 99,347 53,413 CHF 54,417 CHF 99.30% 99.30%
13/11/2024 1.69% 0.57 CHF 0.58 CHF 100,000 100,000 99,596 99,596 60,197 CHF 61,199 CHF 96.51% 96.51%
12/11/2024 1.63% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 60,909 CHF 61,909 CHF 100.00% 100.00%
11/11/2024 1.53% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 64,706 CHF 65,706 CHF 100.00% 100.00%
08/11/2024 1.35% 0.71 CHF 0.72 CHF 100,000 100,000 100,000 100,000 73,827 CHF 74,827 CHF 100.00% 100.00%
07/11/2024 1.36% 0.76 CHF 0.77 CHF 100,000 100,000 99,697 99,697 74,560 CHF 75,561 CHF 99.99% 99.99%

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