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
25/11/2024 1.52% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 65,500 CHF 66,500 CHF 100.00% 100.00%
22/11/2024 1.58% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 62,960 CHF 63,960 CHF 100.00% 100.00%
20/11/2024 1.50% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 66,340 CHF 67,340 CHF 100.00% 100.00%
19/11/2024 1.54% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 64,622 CHF 65,622 CHF 100.00% 100.00%
18/11/2024 1.43% 0.70 CHF 0.71 CHF 100,000 100,000 100,000 100,000 69,439 CHF 70,439 CHF 100.00% 100.00%
15/11/2024 1.31% 0.73 CHF 0.74 CHF 100,000 100,000 100,000 100,000 75,667 CHF 76,667 CHF 100.00% 100.00%
14/11/2024 1.29% 0.80 CHF 0.81 CHF 100,000 100,000 100,000 100,000 76,898 CHF 77,898 CHF 99.52% 99.52%
13/11/2024 1.31% 0.76 CHF 0.77 CHF 100,000 100,000 99,383 99,147 76,800 CHF 77,618 CHF 99.32% 99.32%
12/11/2024 1.14% 0.81 CHF 0.82 CHF 100,000 100,000 100,000 100,000 87,559 CHF 88,559 CHF 100.00% 100.00%
11/11/2024 1.06% 0.93 CHF 0.94 CHF 100,000 100,000 100,000 100,000 93,530 CHF 94,530 CHF 100.00% 100.00%

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