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 1.76% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 56,246 CHF 57,246 CHF 99.80% 99.80%
19/11/2024 1.88% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 52,605 CHF 53,605 CHF 99.71% 99.71%
18/11/2024 1.79% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 55,277 CHF 56,277 CHF 99.70% 99.70%
15/11/2024 1.67% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 59,272 CHF 60,272 CHF 99.80% 99.80%
14/11/2024 1.63% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 60,957 CHF 61,957 CHF 99.81% 99.81%
13/11/2024 1.67% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 59,381 CHF 60,381 CHF 99.80% 99.80%
12/11/2024 1.57% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 63,094 CHF 64,094 CHF 99.49% 99.49%
11/11/2024 1.51% 0.66 CHF 0.67 CHF 100,000 100,000 97,651 97,651 64,273 CHF 65,250 CHF 99.70% 99.70%
08/11/2024 1.56% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 63,428 CHF 64,428 CHF 99.81% 99.81%
07/11/2024 1.50% 0.67 CHF 0.68 CHF 100,000 100,000 89,438 89,439 59,141 CHF 60,035 CHF 95.69% 95.69%

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