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 1.35% 0.70 CHF 0.71 CHF 100,000 100,000 100,000 100,000 73,789 CHF 74,789 CHF 100.00% 100.00%
19/11/2024 1.38% 0.72 CHF 0.73 CHF 100,000 100,000 100,000 100,000 72,058 CHF 73,058 CHF 100.00% 100.00%
18/11/2024 1.29% 0.78 CHF 0.79 CHF 100,000 100,000 100,000 100,000 76,865 CHF 77,865 CHF 100.00% 100.00%
15/11/2024 1.20% 0.81 CHF 0.82 CHF 100,000 100,000 100,000 100,000 83,034 CHF 84,034 CHF 100.00% 100.00%
14/11/2024 1.18% 0.87 CHF 0.88 CHF 100,000 100,000 100,000 100,000 84,253 CHF 85,253 CHF 99.52% 99.52%
13/11/2024 1.19% 0.84 CHF 0.85 CHF 100,000 100,000 99,265 99,147 84,103 CHF 85,002 CHF 99.32% 99.32%
12/11/2024 1.05% 0.88 CHF 0.89 CHF 100,000 100,000 100,000 100,000 94,984 CHF 95,984 CHF 100.00% 100.00%
11/11/2024 0.99% 1.01 CHF 1.02 CHF 100,000 100,000 100,000 100,000 100,963 CHF 101,963 CHF 100.00% 100.00%
08/11/2024 1.06% 0.92 CHF 0.93 CHF 100,000 100,000 100,000 100,000 94,221 CHF 95,221 CHF 100.00% 100.00%
07/11/2024 1.03% 1.04 CHF 1.05 CHF 100,000 100,000 97,925 97,406 98,696 CHF 99,203 CHF 99.12% 99.12%

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