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 2.61% 0.58 CHF 0.60 CHF 100,000 100,000 100,000 100,000 55,733 CHF 57,209 CHF 100.00% 100.00%
19/11/2024 2.34% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 65,633 CHF 67,189 CHF 100.00% 100.00%
18/11/2024 2.55% 0.63 CHF 0.65 CHF 100,000 100,000 100,000 100,000 64,352 CHF 66,016 CHF 100.00% 100.00%
15/11/2024 2.65% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 62,258 CHF 63,927 CHF 100.00% 100.00%
14/11/2024 2.56% 0.61 CHF 0.63 CHF 200,000 200,000 200,000 200,000 121,037 CHF 124,180 CHF 99.52% 99.52%
13/11/2024 2.72% 0.59 CHF 0.61 CHF 100,000 100,000 99,703 99,703 58,333 CHF 59,942 CHF 99.32% 99.32%
12/11/2024 2.97% 0.59 CHF 0.60 CHF 200,000 200,000 200,000 200,000 110,570 CHF 113,896 CHF 100.00% 100.00%
11/11/2024 3.09% 0.52 CHF 0.54 CHF 200,000 200,000 200,000 200,000 104,054 CHF 107,323 CHF 100.00% 100.00%
08/11/2024 2.74% 0.56 CHF 0.58 CHF 200,000 200,000 200,000 200,000 114,141 CHF 117,315 CHF 100.00% 100.00%
07/11/2024 2.88% 0.56 CHF 0.58 CHF 100,000 100,000 98,703 98,703 55,282 CHF 56,896 CHF 99.13% 99.13%

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