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 1.87% 0.51 CHF 0.52 CHF 100,000 50,000 100,000 50,000 53,013 CHF 27,007 CHF 100.00% 100.00%
19/11/2024 1.90% 0.54 CHF 0.55 CHF 100,000 50,000 99,825 50,000 52,178 CHF 26,638 CHF 100.00% 100.00%
18/11/2024 1.75% 0.55 CHF 0.56 CHF 100,000 50,000 90,111 50,000 51,120 CHF 28,866 CHF 100.00% 100.00%
15/11/2024 1.63% 0.60 CHF 0.61 CHF 90,000 50,000 90,000 50,000 54,652 CHF 30,862 CHF 100.00% 100.00%
14/11/2024 1.74% 0.61 CHF 0.62 CHF 90,000 50,000 93,371 50,000 53,191 CHF 29,041 CHF 99.44% 99.44%
13/11/2024 1.79% 0.55 CHF 0.56 CHF 100,000 50,000 96,235 49,519 53,245 CHF 27,916 CHF 98.88% 98.88%
12/11/2024 1.72% 0.55 CHF 0.56 CHF 100,000 50,000 90,260 50,000 51,933 CHF 29,272 CHF 100.00% 100.00%
11/11/2024 1.49% 0.64 CHF 0.65 CHF 80,000 50,000 80,000 50,000 53,340 CHF 33,838 CHF 100.00% 100.00%
08/11/2024 1.48% 0.65 CHF 0.66 CHF 80,000 25,000 79,993 25,000 53,767 CHF 17,054 CHF 100.00% 100.00%
07/11/2024 1.27% 0.77 CHF 0.78 CHF 70,000 25,000 70,000 24,740 55,516 CHF 19,869 CHF 99.06% 99.06%

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