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% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 53,056 CHF 54,056 CHF 90.21% 90.21%
19/11/2024 1.78% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 55,654 CHF 56,654 CHF 100.00% 100.00%
18/11/2024 1.85% 0.53 CHF 0.54 CHF 100,000 100,000 100,328 100,000 53,857 CHF 54,699 CHF 99.38% 99.38%
15/11/2024 2.03% 0.50 CHF 0.51 CHF 100,000 75,000 107,631 75,000 52,341 CHF 37,244 CHF 100.00% 100.00%
14/11/2024 2.06% 0.46 CHF 0.47 CHF 110,000 100,000 107,477 100,000 51,661 CHF 49,121 CHF 99.22% 99.22%
13/11/2024 1.92% 0.49 CHF 0.50 CHF 110,000 100,000 100,439 99,159 52,850 CHF 53,200 CHF 99.36% 99.36%
12/11/2024 2.38% 0.54 CHF 0.55 CHF 100,000 75,000 110,669 75,000 52,232 CHF 36,335 CHF 100.00% 100.00%
11/11/2024 2.29% 0.44 CHF 0.45 CHF 120,000 75,000 120,181 75,000 51,842 CHF 33,105 CHF 100.00% 100.00%
08/11/2024 2.08% 0.47 CHF 0.48 CHF 110,000 75,000 109,818 75,000 52,315 CHF 36,481 CHF 100.00% 100.00%
07/11/2024 2.17% 0.46 CHF 0.47 CHF 110,000 100,000 109,207 97,396 52,119 CHF 47,516 CHF 98.73% 98.73%

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