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 1.71% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 57,874 CHF 58,874 CHF 99.80% 99.80%
19/11/2024 1.87% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 53,126 CHF 54,126 CHF 99.72% 99.72%
18/11/2024 1.76% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 56,441 CHF 57,441 CHF 99.70% 99.70%
15/11/2024 1.63% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 60,993 CHF 61,993 CHF 99.79% 99.79%
14/11/2024 1.58% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 62,741 CHF 63,741 CHF 99.81% 99.81%
13/11/2024 1.63% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 60,936 CHF 61,936 CHF 99.80% 99.80%
12/11/2024 1.52% 0.61 CHF 0.62 CHF 100,000 100,000 92,770 92,770 60,442 CHF 61,369 CHF 99.50% 99.50%
11/11/2024 1.45% 0.69 CHF 0.70 CHF 75,000 75,000 75,155 75,155 51,578 CHF 52,330 CHF 99.71% 99.71%
08/11/2024 1.51% 0.66 CHF 0.67 CHF 100,000 100,000 97,995 97,994 64,267 CHF 65,247 CHF 99.80% 99.80%
07/11/2024 1.45% 0.69 CHF 0.70 CHF 75,000 75,000 75,144 75,144 51,550 CHF 52,302 CHF 95.68% 95.68%

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