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 1.95% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 50,924 CHF 51,924 CHF 99.38% 99.38%
19/11/2024 1.74% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 57,065 CHF 58,065 CHF 99.27% 99.27%
18/11/2024 1.82% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 54,408 CHF 55,408 CHF 99.30% 99.30%
15/11/2024 2.28% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 43,572 CHF 44,572 CHF 99.37% 99.37%
14/11/2024 2.06% 0.44 CHF 0.45 CHF 100,000 100,000 100,000 100,000 48,129 CHF 49,129 CHF 99.39% 99.39%
13/11/2024 2.17% 0.45 CHF 0.46 CHF 100,000 100,000 100,000 100,000 45,512 CHF 46,512 CHF 99.39% 99.39%
12/11/2024 2.08% 0.49 CHF 0.50 CHF 100,000 100,000 100,000 100,000 47,700 CHF 48,700 CHF 99.08% 99.08%
11/11/2024 2.26% 0.43 CHF 0.44 CHF 100,000 100,000 100,000 100,000 44,268 CHF 45,268 CHF 99.31% 99.31%
08/11/2024 1.74% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 57,092 CHF 58,092 CHF 99.39% 99.39%
07/11/2024 2.14% 0.50 CHF 0.51 CHF 100,000 100,000 100,000 100,000 46,558 CHF 47,558 CHF 99.27% 99.27%

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