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 2.81% 0.36 CHF 0.37 CHF 100,000 100,000 100,000 100,000 35,084 CHF 36,084 CHF 99.39% 99.39%
19/11/2024 2.39% 0.42 CHF 0.43 CHF 100,000 100,000 100,000 100,000 41,301 CHF 42,301 CHF 99.28% 99.28%
18/11/2024 2.57% 0.41 CHF 0.42 CHF 100,000 100,000 100,000 100,000 38,563 CHF 39,563 CHF 99.30% 99.30%
15/11/2024 3.59% 0.35 CHF 0.36 CHF 100,000 100,000 100,000 100,000 27,639 CHF 28,639 CHF 99.37% 99.37%
14/11/2024 3.06% 0.28 CHF 0.29 CHF 100,000 100,000 100,000 100,000 32,245 CHF 33,245 CHF 99.39% 99.39%
13/11/2024 3.32% 0.29 CHF 0.30 CHF 100,000 100,000 100,000 100,000 29,653 CHF 30,653 CHF 99.39% 99.39%
12/11/2024 3.10% 0.33 CHF 0.34 CHF 100,000 100,000 100,000 100,000 31,802 CHF 32,802 CHF 99.08% 99.08%
11/11/2024 3.57% 0.27 CHF 0.28 CHF 100,000 100,000 100,000 100,000 28,354 CHF 29,354 CHF 99.31% 99.31%
08/11/2024 2.42% 0.36 CHF 0.37 CHF 100,000 100,000 100,000 100,000 41,141 CHF 42,141 CHF 99.39% 99.39%
07/11/2024 3.28% 0.34 CHF 0.35 CHF 100,000 100,000 100,000 100,000 30,559 CHF 31,559 CHF 99.28% 99.28%

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