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 2.03% 0.50 CHF 0.51 CHF 100,000 100,000 107,758 100,000 52,558 CHF 49,804 CHF 99.00% 99.00%
19/11/2024 2.36% 0.43 CHF 0.44 CHF 120,000 100,000 123,318 100,000 51,663 CHF 42,920 CHF 100.00% 100.00%
18/11/2024 2.36% 0.42 CHF 0.43 CHF 120,000 100,000 124,295 100,000 51,939 CHF 42,821 CHF 100.00% 100.00%
15/11/2024 2.17% 0.41 CHF 0.42 CHF 130,000 100,000 113,837 100,000 51,797 CHF 46,590 CHF 100.00% 100.00%
14/11/2024 1.93% 0.50 CHF 0.51 CHF 100,000 100,000 100,021 100,000 51,399 CHF 52,388 CHF 99.22% 99.22%
13/11/2024 1.81% 0.57 CHF 0.58 CHF 100,000 100,000 99,887 99,160 55,256 CHF 55,851 CHF 99.36% 99.36%
12/11/2024 1.61% 0.62 CHF 0.63 CHF 100,000 100,000 100,456 100,000 62,371 CHF 63,152 CHF 100.00% 100.00%
11/11/2024 1.92% 0.51 CHF 0.52 CHF 100,000 100,000 100,588 100,000 52,020 CHF 52,734 CHF 99.41% 99.41%
08/11/2024 2.10% 0.45 CHF 0.46 CHF 120,000 100,000 111,382 100,000 52,374 CHF 48,170 CHF 100.00% 100.00%
07/11/2024 1.89% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 97,395 54,065 CHF 53,686 CHF 98.73% 98.73%

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