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 1.94% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 306,791 CHF 104,264 CHF 20.20% 97.89%
19/11/2024 1.90% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 312,276 CHF 106,092 CHF 87.34% 98.94%
18/11/2024 1.99% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 299,161 CHF 101,720 CHF 84.81% 98.79%
15/11/2024 1.96% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 304,035 CHF 103,345 CHF 98.53% 98.53%
14/11/2024 1.80% 0.54 CHF 0.55 CHF 600,000 200,000 600,000 200,000 329,473 CHF 111,824 CHF 18.99% 94.76%
13/11/2024 - 0.58 CHF - CHF 600,000 0 0 0 0 CHF 0 CHF 0.00% 97.03%
12/11/2024 - 0.62 CHF - CHF 600,000 0 0 0 0 CHF 0 CHF 0.00% 98.53%
11/11/2024 - 0.67 CHF - CHF 600,000 0 0 0 0 CHF 0 CHF 0.00% 99.02%
08/11/2024 - 0.71 CHF - CHF 600,000 0 0 0 0 CHF 0 CHF 0.00% 97.87%
07/11/2024 - 0.69 CHF - CHF 600,000 0 0 0 0 CHF 0 CHF 0.00% 98.50%

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