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 1.85% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 53,612 CHF 54,612 CHF 99.00% 99.00%
19/11/2024 2.12% 0.47 CHF 0.48 CHF 110,000 100,000 110,213 100,000 51,448 CHF 47,683 CHF 100.00% 100.00%
18/11/2024 2.13% 0.46 CHF 0.47 CHF 110,000 100,000 111,525 100,000 51,875 CHF 47,535 CHF 100.00% 100.00%
15/11/2024 1.97% 0.46 CHF 0.47 CHF 110,000 100,000 103,489 100,000 52,042 CHF 51,363 CHF 100.00% 100.00%
14/11/2024 1.77% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 56,018 CHF 57,018 CHF 99.22% 99.22%
13/11/2024 1.69% 0.62 CHF 0.63 CHF 100,000 100,000 99,780 99,160 59,973 CHF 60,607 CHF 99.36% 99.36%
12/11/2024 1.50% 0.67 CHF 0.68 CHF 100,000 100,000 100,000 100,000 66,815 CHF 67,815 CHF 100.00% 100.00%
11/11/2024 1.76% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 56,418 CHF 57,418 CHF 99.41% 99.41%
08/11/2024 1.92% 0.49 CHF 0.50 CHF 110,000 100,000 103,238 100,000 53,317 CHF 52,731 CHF 100.00% 100.00%
07/11/2024 1.73% 0.57 CHF 0.58 CHF 100,000 100,000 99,479 97,395 58,507 CHF 58,303 CHF 98.73% 98.73%

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