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 1.92% 0.51 CHF 0.52 CHF 100,000 100,000 100,183 100,183 51,747 CHF 52,749 CHF 99.80% 99.80%
19/11/2024 2.05% 0.49 CHF 0.50 CHF 125,000 125,000 122,910 122,910 59,301 CHF 60,530 CHF 99.71% 99.71%
18/11/2024 1.95% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 50,710 CHF 51,710 CHF 99.69% 99.69%
15/11/2024 1.82% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 54,385 CHF 55,385 CHF 99.80% 99.80%
14/11/2024 1.77% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 56,018 CHF 57,018 CHF 99.81% 99.81%
13/11/2024 1.82% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 54,566 CHF 55,566 CHF 99.80% 99.80%
12/11/2024 1.71% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 58,050 CHF 59,050 CHF 99.49% 99.49%
11/11/2024 1.64% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 60,632 CHF 61,632 CHF 99.70% 99.70%
08/11/2024 1.70% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 58,417 CHF 59,417 CHF 99.81% 99.81%
07/11/2024 1.62% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 61,113 CHF 62,113 CHF 95.70% 95.70%

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