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 1.99% 0.46 CHF 0.47 CHF 110,000 100,000 103,876 100,000 51,809 CHF 51,011 CHF 100.00% 100.00%
19/11/2024 2.06% 0.48 CHF 0.49 CHF 110,000 100,000 109,420 100,000 52,624 CHF 49,232 CHF 100.00% 100.00%
18/11/2024 1.87% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 52,959 CHF 53,959 CHF 100.00% 100.00%
15/11/2024 1.68% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 59,106 CHF 60,106 CHF 100.00% 100.00%
14/11/2024 1.64% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 60,474 CHF 61,474 CHF 99.52% 99.52%
13/11/2024 1.65% 0.60 CHF 0.61 CHF 100,000 100,000 99,777 99,147 60,743 CHF 61,352 CHF 99.32% 99.32%
12/11/2024 1.40% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 71,132 CHF 72,132 CHF 100.00% 100.00%
11/11/2024 1.29% 0.77 CHF 0.78 CHF 100,000 100,000 100,000 100,000 77,149 CHF 78,149 CHF 100.00% 100.00%
08/11/2024 1.41% 0.68 CHF 0.69 CHF 100,000 100,000 100,000 100,000 70,327 CHF 71,327 CHF 100.00% 100.00%
07/11/2024 1.36% 0.80 CHF 0.81 CHF 100,000 100,000 98,962 97,406 76,141 CHF 76,043 CHF 99.12% 99.12%

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