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 1.96% 0.50 CHF 0.51 CHF 108,000 108,000 105,352 105,352 53,265 CHF 54,319 CHF 100.00% 100.00%
19/11/2024 1.90% 0.52 CHF 0.53 CHF 110,000 110,000 107,062 107,062 55,950 CHF 57,020 CHF 100.00% 100.00%
18/11/2024 1.82% 0.53 CHF 0.54 CHF 110,000 110,000 107,136 107,136 58,280 CHF 59,352 CHF 100.00% 100.00%
15/11/2024 1.72% 0.57 CHF 0.58 CHF 112,000 112,000 108,237 108,237 62,408 CHF 63,490 CHF 100.00% 100.00%
14/11/2024 1.61% 0.61 CHF 0.62 CHF 112,000 112,000 109,506 109,506 67,314 CHF 68,409 CHF 99.33% 99.33%
13/11/2024 1.68% 0.60 CHF 0.61 CHF 112,000 112,000 108,897 108,897 64,499 CHF 65,588 CHF 100.00% 100.00%
12/11/2024 1.67% 0.62 CHF 0.63 CHF 112,000 112,000 110,613 110,613 65,738 CHF 66,844 CHF 68.32% 100.00%
11/11/2024 1.88% 0.55 CHF 0.56 CHF 110,000 110,000 105,399 105,399 55,595 CHF 56,649 CHF 99.93% 99.93%
08/11/2024 2.11% 0.50 CHF 0.51 CHF 108,000 108,000 103,453 103,453 48,607 CHF 49,641 CHF 100.00% 100.00%
07/11/2024 2.73% 0.35 CHF 0.36 CHF 102,000 102,000 99,411 99,411 35,998 CHF 36,992 CHF 98.53% 98.53%

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