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 0.78% 1.30 CHF 1.31 CHF 100,000 100,000 100,000 100,000 128,261 CHF 129,261 CHF 99.81% 99.81%
19/11/2024 0.74% 1.24 CHF 1.25 CHF 100,000 100,000 100,000 100,000 134,743 CHF 135,743 CHF 97.45% 97.45%
18/11/2024 0.66% 1.54 CHF 1.55 CHF 100,000 100,000 100,000 100,000 151,341 CHF 152,341 CHF 100.00% 100.00%
15/11/2024 0.65% 1.52 CHF 1.53 CHF 100,000 100,000 100,000 100,000 153,169 CHF 154,169 CHF 100.00% 100.00%
14/11/2024 0.63% 1.61 CHF 1.62 CHF 100,000 100,000 100,000 100,000 158,432 CHF 159,432 CHF 100.00% 100.00%
13/11/2024 0.65% 1.57 CHF 1.58 CHF 100,000 100,000 100,000 100,000 152,801 CHF 153,801 CHF 99.95% 99.95%
12/11/2024 0.59% 1.65 CHF 1.66 CHF 100,000 100,000 100,000 100,000 169,304 CHF 170,304 CHF 100.00% 100.00%
11/11/2024 0.56% 1.74 CHF 1.75 CHF 100,000 100,000 100,000 100,000 179,028 CHF 180,028 CHF 99.78% 99.78%
08/11/2024 0.59% 1.71 CHF 1.72 CHF 100,000 100,000 100,000 100,000 169,308 CHF 170,308 CHF 100.00% 100.00%
07/11/2024 0.58% 1.67 CHF 1.68 CHF 100,000 100,000 100,000 100,000 172,679 CHF 173,679 CHF 99.70% 99.70%

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