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 1.66% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 59,689 CHF 60,689 CHF 100.00% 100.00%
19/11/2024 1.61% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 61,789 CHF 62,789 CHF 100.00% 100.00%
18/11/2024 1.57% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 63,321 CHF 64,321 CHF 100.00% 100.00%
15/11/2024 1.59% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 62,204 CHF 63,204 CHF 100.00% 100.00%
14/11/2024 1.55% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 64,253 CHF 65,253 CHF 99.22% 99.22%
13/11/2024 1.49% 0.67 CHF 0.68 CHF 100,000 100,000 99,559 99,160 66,995 CHF 67,723 CHF 99.36% 99.36%
12/11/2024 1.66% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 59,627 CHF 60,627 CHF 100.00% 100.00%
11/11/2024 1.94% 0.54 CHF 0.55 CHF 100,000 100,000 100,017 100,000 50,960 CHF 51,952 CHF 100.00% 100.00%
08/11/2024 1.88% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 52,604 CHF 53,604 CHF 100.00% 100.00%
07/11/2024 1.99% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 97,395 51,866 CHF 51,504 CHF 98.73% 98.73%

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