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 2.23% 0.36 CHF 0.45 CHF 104,000 102,000 102,000 102,000 45,212 CHF 46,232 CHF 20.41% 100.00%
19/11/2024 2.27% 0.41 CHF 0.43 CHF 103,000 103,000 102,589 102,589 44,838 CHF 45,864 CHF 75.44% 100.00%
18/11/2024 2.60% 0.44 CHF 0.45 CHF 102,000 102,000 103,246 103,246 39,502 CHF 40,534 CHF 40.49% 100.00%
15/11/2024 1.42% 0.53 CHF 0.70 CHF 100,000 98,000 97,352 97,352 68,117 CHF 69,090 CHF 9.11% 100.00%
14/11/2024 1.21% 0.82 CHF 0.83 CHF 96,000 96,000 95,614 95,614 78,363 CHF 79,320 CHF 27.02% 100.00%
13/11/2024 - 0.41 CHF - CHF 103,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
12/11/2024 - 0.47 CHF - CHF 102,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11/11/2024 - 0.46 CHF - CHF 102,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
08/11/2024 2.29% 0.39 CHF 0.40 CHF 103,000 103,000 102,093 102,093 44,413 CHF 45,434 CHF 36.03% 100.00%
07/11/2024 - 0.41 CHF - CHF 102,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%

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