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 1.59% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 62,338 CHF 63,338 CHF 100.00% 100.00%
19/11/2024 1.63% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 60,796 CHF 61,796 CHF 100.00% 100.00%
18/11/2024 1.60% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 62,005 CHF 63,005 CHF 100.00% 100.00%
15/11/2024 1.48% 0.66 CHF 0.67 CHF 100,000 100,000 100,000 100,000 67,218 CHF 68,218 CHF 100.00% 100.00%
14/11/2024 1.39% 0.75 CHF 0.76 CHF 100,000 100,000 100,000 100,000 71,240 CHF 72,240 CHF 99.44% 99.44%
13/11/2024 1.47% 0.69 CHF 0.70 CHF 100,000 100,000 99,854 99,818 68,214 CHF 69,194 CHF 98.88% 98.88%
12/11/2024 1.35% 0.72 CHF 0.73 CHF 100,000 100,000 100,000 100,000 73,712 CHF 74,712 CHF 100.00% 100.00%
11/11/2024 1.28% 0.77 CHF 0.78 CHF 100,000 100,000 100,000 100,000 77,829 CHF 78,829 CHF 100.00% 100.00%
08/11/2024 1.29% 0.76 CHF 0.77 CHF 100,000 100,000 100,000 100,000 77,227 CHF 78,227 CHF 99.51% 99.51%
07/11/2024 1.30% 0.76 CHF 0.77 CHF 100,000 100,000 98,701 98,701 78,751 CHF 79,773 CHF 99.06% 99.06%

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