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 1.34% 0.73 CHF 0.74 CHF 100,000 100,000 100,000 100,000 74,338 CHF 75,338 CHF 100.00% 100.00%
19/11/2024 1.37% 0.74 CHF 0.75 CHF 100,000 100,000 100,000 100,000 72,796 CHF 73,796 CHF 100.00% 100.00%
18/11/2024 1.34% 0.75 CHF 0.76 CHF 100,000 100,000 100,000 100,000 74,005 CHF 75,005 CHF 100.00% 100.00%
15/11/2024 1.25% 0.78 CHF 0.79 CHF 100,000 100,000 100,000 100,000 79,218 CHF 80,218 CHF 100.00% 100.00%
14/11/2024 1.20% 0.87 CHF 0.88 CHF 100,000 100,000 100,000 100,000 83,217 CHF 84,217 CHF 99.44% 99.44%
13/11/2024 1.25% 0.81 CHF 0.82 CHF 100,000 100,000 99,818 99,818 80,142 CHF 81,147 CHF 98.88% 98.88%
12/11/2024 1.16% 0.84 CHF 0.85 CHF 100,000 100,000 100,000 100,000 85,681 CHF 86,681 CHF 100.00% 100.00%
11/11/2024 1.11% 0.89 CHF 0.90 CHF 100,000 100,000 100,000 100,000 89,829 CHF 90,829 CHF 100.00% 100.00%
08/11/2024 1.11% 0.88 CHF 0.89 CHF 100,000 100,000 100,000 100,000 89,208 CHF 90,208 CHF 99.51% 99.51%
07/11/2024 1.13% 0.88 CHF 0.89 CHF 100,000 100,000 98,701 98,701 90,594 CHF 91,617 CHF 99.06% 99.06%

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