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 1.98% 0.51 CHF 0.52 CHF 100,000 100,000 103,379 100,000 51,708 CHF 51,053 CHF 99.00% 99.00%
19/11/2024 2.29% 0.44 CHF 0.45 CHF 120,000 100,000 119,868 100,000 51,704 CHF 44,138 CHF 100.00% 100.00%
18/11/2024 2.31% 0.43 CHF 0.44 CHF 120,000 100,000 120,632 100,000 51,702 CHF 43,869 CHF 100.00% 100.00%
15/11/2024 2.12% 0.42 CHF 0.43 CHF 120,000 100,000 111,988 100,000 52,219 CHF 47,725 CHF 100.00% 100.00%
14/11/2024 1.89% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 52,412 CHF 53,412 CHF 99.22% 99.22%
13/11/2024 1.77% 0.58 CHF 0.59 CHF 100,000 100,000 99,780 99,160 56,361 CHF 57,004 CHF 99.36% 99.36%
12/11/2024 1.58% 0.63 CHF 0.64 CHF 100,000 100,000 100,205 100,000 63,325 CHF 64,227 CHF 100.00% 100.00%
11/11/2024 1.88% 0.52 CHF 0.53 CHF 100,000 100,000 100,029 100,000 52,861 CHF 53,846 CHF 99.41% 99.41%
08/11/2024 2.05% 0.46 CHF 0.47 CHF 110,000 100,000 107,642 100,000 51,932 CHF 49,350 CHF 100.00% 100.00%
07/11/2024 1.86% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 97,395 55,281 CHF 54,875 CHF 98.73% 98.73%

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