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 1.89% 0.54 CHF 0.55 CHF 200,000 200,000 200,000 200,000 104,580 CHF 106,580 CHF 99.39% 99.39%
19/11/2024 1.92% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 51,589 CHF 52,589 CHF 99.27% 99.27%
18/11/2024 1.91% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 51,921 CHF 52,921 CHF 99.29% 99.29%
15/11/2024 1.80% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 55,137 CHF 56,137 CHF 99.39% 99.39%
14/11/2024 2.03% 0.50 CHF 0.51 CHF 100,000 100,000 100,000 100,000 48,715 CHF 49,715 CHF 99.35% 99.35%
13/11/2024 2.03% 0.47 CHF 0.48 CHF 100,000 100,000 100,000 100,000 48,757 CHF 49,757 CHF 99.39% 99.39%
12/11/2024 1.83% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 54,143 CHF 55,143 CHF 99.10% 99.10%
11/11/2024 1.83% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 54,201 CHF 55,201 CHF 99.24% 99.24%
08/11/2024 1.81% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 54,616 CHF 55,616 CHF 99.39% 99.39%
07/11/2024 1.72% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 57,547 CHF 58,547 CHF 99.27% 99.27%

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