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 2.00% 0.50 CHF 0.51 CHF 100,000 100,000 105,488 100,000 52,153 CHF 50,476 CHF 99.00% 99.00%
19/11/2024 2.33% 0.43 CHF 0.44 CHF 120,000 100,000 120,433 100,000 51,189 CHF 43,509 CHF 100.00% 100.00%
18/11/2024 2.33% 0.42 CHF 0.43 CHF 120,000 100,000 121,587 100,000 51,625 CHF 43,479 CHF 100.00% 100.00%
15/11/2024 2.14% 0.42 CHF 0.43 CHF 120,000 100,000 112,829 100,000 52,029 CHF 47,213 CHF 100.00% 100.00%
14/11/2024 1.90% 0.51 CHF 0.52 CHF 100,000 100,000 100,002 100,000 52,020 CHF 53,018 CHF 99.22% 99.22%
13/11/2024 1.80% 0.58 CHF 0.59 CHF 100,000 100,000 99,780 99,160 55,850 CHF 56,505 CHF 99.36% 99.36%
12/11/2024 1.59% 0.63 CHF 0.64 CHF 100,000 100,000 100,339 100,000 62,904 CHF 63,742 CHF 100.00% 100.00%
11/11/2024 1.89% 0.52 CHF 0.53 CHF 100,000 100,000 100,266 100,000 52,495 CHF 53,365 CHF 99.41% 99.41%
08/11/2024 2.08% 0.45 CHF 0.46 CHF 120,000 100,000 110,428 100,000 52,391 CHF 48,594 CHF 100.00% 100.00%
07/11/2024 1.87% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 97,395 54,758 CHF 54,368 CHF 98.73% 98.73%

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