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 1.90% 0.50 CHF 0.51 CHF 100,000 100,000 100,000 100,000 52,209 CHF 53,209 CHF 98.98% 98.98%
19/11/2024 2.11% 0.48 CHF 0.49 CHF 110,000 100,000 110,301 100,000 51,673 CHF 47,853 CHF 100.00% 100.00%
18/11/2024 1.96% 0.50 CHF 0.51 CHF 100,000 100,000 101,185 100,000 51,059 CHF 51,479 CHF 100.00% 100.00%
15/11/2024 2.11% 0.46 CHF 0.47 CHF 110,000 100,000 110,733 100,000 51,812 CHF 47,805 CHF 100.00% 100.00%
14/11/2024 2.19% 0.47 CHF 0.48 CHF 110,000 100,000 116,678 100,000 52,689 CHF 46,187 CHF 99.22% 99.22%
13/11/2024 2.21% 0.44 CHF 0.45 CHF 120,000 100,000 118,434 99,159 52,901 CHF 45,291 CHF 99.36% 99.36%
12/11/2024 2.05% 0.43 CHF 0.44 CHF 120,000 100,000 108,524 100,000 52,387 CHF 49,385 CHF 100.00% 100.00%
11/11/2024 1.64% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 60,505 CHF 61,505 CHF 100.00% 100.00%
08/11/2024 1.66% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 59,622 CHF 60,622 CHF 100.00% 100.00%
07/11/2024 1.74% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 97,396 57,487 CHF 57,059 CHF 98.73% 98.73%

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