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 2.89% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 56,903 CHF 58,571 CHF 100.00% 100.00%
19/11/2024 2.82% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 57,412 CHF 59,057 CHF 100.00% 100.00%
18/11/2024 2.50% 0.59 CHF 0.61 CHF 100,000 100,000 100,000 100,000 59,341 CHF 60,839 CHF 100.00% 100.00%
15/11/2024 2.55% 0.58 CHF 0.60 CHF 100,000 100,000 100,000 100,000 58,814 CHF 60,335 CHF 99.99% 99.99%
14/11/2024 2.36% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 59,880 CHF 61,307 CHF 99.52% 99.52%
13/11/2024 2.29% 0.60 CHF 0.61 CHF 100,000 100,000 99,777 99,147 60,320 CHF 61,320 CHF 99.32% 99.32%
12/11/2024 2.94% 0.61 CHF 0.63 CHF 100,000 100,000 100,000 100,000 61,832 CHF 63,674 CHF 100.00% 100.00%
11/11/2024 2.76% 0.63 CHF 0.65 CHF 100,000 100,000 100,000 100,000 63,340 CHF 65,113 CHF 100.00% 100.00%
08/11/2024 2.34% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 62,763 CHF 64,246 CHF 100.00% 100.00%
07/11/2024 2.43% 0.64 CHF 0.65 CHF 100,000 100,000 99,482 97,408 63,148 CHF 63,346 CHF 99.13% 99.13%

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