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 1.87% 0.49 CHF 0.50 CHF 110,000 100,000 102,211 100,000 54,090 CHF 54,011 CHF 100.00% 100.00%
19/11/2024 1.94% 0.51 CHF 0.52 CHF 100,000 100,000 102,647 100,000 52,506 CHF 52,232 CHF 100.00% 100.00%
18/11/2024 1.77% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 56,080 CHF 57,080 CHF 100.00% 100.00%
15/11/2024 1.59% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 62,250 CHF 63,250 CHF 100.00% 100.00%
14/11/2024 1.56% 0.66 CHF 0.67 CHF 100,000 100,000 100,000 100,000 63,474 CHF 64,474 CHF 99.52% 99.52%
13/11/2024 1.58% 0.63 CHF 0.64 CHF 100,000 100,000 99,554 99,147 63,592 CHF 64,330 CHF 99.32% 99.32%
12/11/2024 1.34% 0.67 CHF 0.68 CHF 100,000 100,000 100,000 100,000 74,219 CHF 75,219 CHF 100.00% 100.00%
11/11/2024 1.24% 0.80 CHF 0.81 CHF 100,000 100,000 100,000 100,000 80,244 CHF 81,244 CHF 100.00% 100.00%
08/11/2024 1.35% 0.71 CHF 0.72 CHF 100,000 100,000 100,000 100,000 73,432 CHF 74,432 CHF 100.00% 100.00%
07/11/2024 1.31% 0.83 CHF 0.84 CHF 100,000 100,000 98,444 97,406 78,795 CHF 79,031 CHF 99.12% 99.12%

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