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 1.36% 0.66 CHF 0.67 CHF 104,000 104,000 102,621 102,621 75,361 CHF 76,388 CHF 93.41% 100.00%
19/11/2024 1.34% 0.71 CHF 0.72 CHF 103,000 103,000 102,765 102,765 76,222 CHF 77,250 CHF 100.00% 100.00%
18/11/2024 1.44% 0.76 CHF 0.77 CHF 102,000 102,000 103,262 103,262 71,261 CHF 72,294 CHF 41.23% 100.00%
15/11/2024 0.94% 0.86 CHF 1.06 CHF 100,000 97,000 97,000 97,000 102,414 CHF 103,384 CHF 0.20% 100.00%
14/11/2024 - 1.15 CHF 1.01 CHF 96,000 1,000 0 0 0 CHF 0 CHF 0.00% 100.00%
13/11/2024 - 0.73 CHF - CHF 103,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
12/11/2024 - 0.79 CHF - CHF 102,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11/11/2024 - 0.79 CHF - CHF 102,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
08/11/2024 1.39% 0.69 CHF 0.70 CHF 103,000 103,000 102,712 102,712 73,484 CHF 74,512 CHF 99.50% 100.00%
07/11/2024 1.34% 0.73 CHF 0.74 CHF 102,000 102,000 101,956 101,956 75,366 CHF 76,386 CHF 25.76% 100.00%

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