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 3.89% 0.51 CHF 0.53 CHF 100,000 100,000 102,085 102,085 51,474 CHF 53,516 CHF 100.00% 100.00%
19/11/2024 3.91% 0.50 CHF 0.52 CHF 100,000 100,000 100,796 100,796 50,507 CHF 52,523 CHF 99.89% 99.89%
18/11/2024 3.94% 0.50 CHF 0.52 CHF 100,000 100,000 103,866 103,866 51,714 CHF 53,791 CHF 99.89% 99.89%
15/11/2024 3.97% 0.50 CHF 0.52 CHF 100,000 100,000 116,800 116,800 57,601 CHF 59,937 CHF 100.00% 100.00%
14/11/2024 4.01% 0.49 CHF 0.51 CHF 125,000 125,000 125,000 125,000 61,123 CHF 63,623 CHF 100.00% 100.00%
13/11/2024 3.98% 0.49 CHF 0.51 CHF 125,000 125,000 119,802 119,802 58,912 CHF 61,308 CHF 100.00% 100.00%
12/11/2024 3.98% 0.50 CHF 0.52 CHF 125,000 125,000 118,957 118,957 58,599 CHF 60,978 CHF 99.71% 99.71%
11/11/2024 3.98% 0.49 CHF 0.51 CHF 100,000 100,000 119,074 119,074 58,557 CHF 60,938 CHF 99.86% 99.86%
08/11/2024 4.04% 0.49 CHF 0.51 CHF 125,000 125,000 122,465 122,464 59,337 CHF 61,786 CHF 100.00% 100.00%
07/11/2024 3.96% 0.49 CHF 0.51 CHF 100,000 100,000 112,763 112,763 55,768 CHF 58,024 CHF 99.89% 99.89%

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