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 1.87% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 52,875 CHF 53,875 CHF 99.80% 99.80%
19/11/2024 2.02% 0.50 CHF 0.51 CHF 100,000 100,000 119,267 119,267 58,258 CHF 59,450 CHF 99.70% 99.70%
18/11/2024 1.91% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 51,785 CHF 52,785 CHF 99.70% 99.70%
15/11/2024 1.77% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 55,919 CHF 56,919 CHF 99.80% 99.80%
14/11/2024 1.72% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 57,730 CHF 58,730 CHF 99.81% 99.81%
13/11/2024 1.77% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 56,096 CHF 57,096 CHF 99.80% 99.80%
12/11/2024 1.66% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 59,936 CHF 60,936 CHF 99.50% 99.50%
11/11/2024 1.58% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 62,787 CHF 63,787 CHF 99.70% 99.70%
08/11/2024 1.64% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 60,324 CHF 61,324 CHF 99.80% 99.80%
07/11/2024 1.57% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 63,125 CHF 64,125 CHF 95.68% 95.68%

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