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 0.67% 1.45 CHF 1.51 CHF 100,000 20,000 40,000 20,000 59,537 CHF 29,969 CHF 31.72% 97.17%
19/11/2024 0.75% 1.39 CHF 1.40 CHF 100,000 100,000 54,986 39,981 73,738 CHF 54,169 CHF 86.71% 86.71%
18/11/2024 0.72% 1.45 CHF 1.46 CHF 100,000 100,000 53,074 37,432 73,486 CHF 52,153 CHF 99.39% 99.39%
15/11/2024 - 1.52 CHF - CHF 100,000 0 0 0 0 CHF 0 CHF 0.00% 98.58%
14/11/2024 - 1.81 CHF - CHF 100,000 0 0 0 0 CHF 0 CHF 0.00% 99.08%
13/11/2024 - 1.81 CHF - CHF 100,000 0 0 0 0 CHF 0 CHF 0.00% 96.66%
12/11/2024 - 1.90 CHF - CHF 100,000 0 0 0 0 CHF 0 CHF 0.00% 99.65%
11/11/2024 - 1.82 CHF - CHF 100,000 0 0 0 0 CHF 0 CHF 0.00% 98.81%
08/11/2024 - 1.92 CHF - CHF 100,000 0 0 0 0 CHF 0 CHF 0.00% 98.37%
07/11/2024 0.60% 1.97 CHF 1.83 CHF 100,000 100,000 34,918 20,000 58,361 CHF 33,693 CHF 77.96% 97.09%

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