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 1.95% 0.50 CHF 0.51 CHF 100,000 100,000 100,853 100,000 51,297 CHF 51,879 CHF 100.00% 100.00%
19/11/2024 2.00% 0.51 CHF 0.52 CHF 100,000 100,000 106,085 100,000 52,379 CHF 50,436 CHF 100.00% 100.00%
18/11/2024 1.96% 0.52 CHF 0.53 CHF 100,000 100,000 101,186 100,000 51,245 CHF 51,664 CHF 100.00% 100.00%
15/11/2024 1.78% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 55,799 CHF 56,799 CHF 100.00% 100.00%
14/11/2024 1.66% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 59,795 CHF 60,795 CHF 99.44% 99.44%
13/11/2024 1.77% 0.57 CHF 0.58 CHF 100,000 100,000 99,927 99,818 56,843 CHF 57,792 CHF 98.88% 98.88%
12/11/2024 1.59% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 62,251 CHF 63,251 CHF 100.00% 100.00%
11/11/2024 1.50% 0.66 CHF 0.67 CHF 100,000 100,000 100,000 100,000 66,341 CHF 67,341 CHF 100.00% 100.00%
08/11/2024 1.51% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 65,792 CHF 66,792 CHF 99.51% 99.51%
07/11/2024 1.52% 0.65 CHF 0.66 CHF 100,000 100,000 98,961 98,701 67,685 CHF 68,525 CHF 99.06% 99.06%

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