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 1.09% 0.96 CHF 0.97 CHF 100,000 100,000 100,000 100,000 91,702 CHF 92,702 CHF 100.00% 100.00%
19/11/2024 1.07% 0.94 CHF 0.95 CHF 100,000 100,000 100,000 100,000 92,923 CHF 93,923 CHF 100.00% 100.00%
18/11/2024 1.16% 0.87 CHF 0.88 CHF 100,000 100,000 100,000 100,000 85,479 CHF 86,479 CHF 100.00% 100.00%
15/11/2024 1.26% 0.82 CHF 0.83 CHF 100,000 100,000 100,000 100,000 79,103 CHF 80,103 CHF 100.00% 100.00%
14/11/2024 1.47% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 67,577 CHF 68,577 CHF 99.24% 99.24%
13/11/2024 1.66% 0.63 CHF 0.64 CHF 100,000 100,000 99,849 99,704 60,730 CHF 61,650 CHF 99.40% 99.40%
12/11/2024 1.60% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 62,157 CHF 63,157 CHF 100.00% 100.00%
11/11/2024 1.80% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 55,048 CHF 56,048 CHF 100.00% 100.00%
08/11/2024 1.64% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 60,655 CHF 61,655 CHF 100.00% 100.00%
07/11/2024 1.88% 0.54 CHF 0.55 CHF 100,000 100,000 99,479 98,697 54,913 CHF 55,485 CHF 98.74% 98.74%

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