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 1.63% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 61,167 CHF 62,167 CHF 100.00% 100.00%
19/11/2024 1.67% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 59,411 CHF 60,411 CHF 100.00% 100.00%
18/11/2024 1.55% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 64,175 CHF 65,175 CHF 100.00% 100.00%
15/11/2024 1.41% 0.68 CHF 0.69 CHF 100,000 100,000 100,000 100,000 70,327 CHF 71,327 CHF 100.00% 100.00%
14/11/2024 1.39% 0.74 CHF 0.75 CHF 100,000 100,000 100,000 100,000 71,714 CHF 72,714 CHF 99.52% 99.52%
13/11/2024 1.40% 0.71 CHF 0.72 CHF 100,000 100,000 99,383 99,147 71,585 CHF 72,413 CHF 99.32% 99.32%
12/11/2024 1.21% 0.75 CHF 0.76 CHF 100,000 100,000 100,000 100,000 82,329 CHF 83,329 CHF 100.00% 100.00%
11/11/2024 1.13% 0.88 CHF 0.89 CHF 100,000 100,000 100,000 100,000 88,354 CHF 89,354 CHF 100.00% 100.00%
08/11/2024 1.22% 0.79 CHF 0.80 CHF 100,000 100,000 100,000 100,000 81,548 CHF 82,548 CHF 100.00% 100.00%
07/11/2024 1.18% 0.91 CHF 0.92 CHF 100,000 100,000 98,444 97,406 86,839 CHF 86,987 CHF 99.12% 99.12%

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