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 1.92% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 51,476 CHF 52,476 CHF 99.00% 99.00%
19/11/2024 2.22% 0.45 CHF 0.46 CHF 120,000 100,000 119,013 100,000 52,955 CHF 45,509 CHF 100.00% 100.00%
18/11/2024 2.23% 0.44 CHF 0.45 CHF 120,000 100,000 118,032 100,000 52,331 CHF 45,365 CHF 100.00% 100.00%
15/11/2024 2.06% 0.44 CHF 0.45 CHF 120,000 100,000 109,199 100,000 52,562 CHF 49,213 CHF 100.00% 100.00%
14/11/2024 1.84% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 53,917 CHF 54,917 CHF 99.22% 99.22%
13/11/2024 1.74% 0.60 CHF 0.61 CHF 100,000 100,000 99,780 99,160 57,755 CHF 58,398 CHF 99.36% 99.36%
12/11/2024 1.55% 0.65 CHF 0.66 CHF 100,000 100,000 100,127 100,000 64,661 CHF 65,599 CHF 100.00% 100.00%
11/11/2024 1.83% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 54,265 CHF 55,265 CHF 99.41% 99.41%
08/11/2024 2.00% 0.47 CHF 0.48 CHF 110,000 100,000 104,698 100,000 51,805 CHF 50,574 CHF 100.00% 100.00%
07/11/2024 1.81% 0.55 CHF 0.56 CHF 100,000 100,000 99,991 97,395 56,693 CHF 56,256 CHF 98.73% 98.73%

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