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 1.96% 0.52 CHF 0.53 CHF 100,000 100,000 100,195 100,195 50,716 CHF 51,718 CHF 100.00% 100.00%
19/11/2024 2.12% 0.48 CHF 0.49 CHF 125,000 125,000 121,749 121,749 56,900 CHF 58,118 CHF 99.28% 99.28%
18/11/2024 2.02% 0.51 CHF 0.52 CHF 100,000 100,000 116,394 116,394 57,029 CHF 58,193 CHF 99.88% 99.88%
15/11/2024 2.03% 0.48 CHF 0.49 CHF 125,000 125,000 121,864 121,864 59,338 CHF 60,557 CHF 100.00% 100.00%
14/11/2024 2.11% 0.49 CHF 0.50 CHF 125,000 125,000 123,701 123,701 58,022 CHF 59,259 CHF 100.00% 100.00%
13/11/2024 2.10% 0.44 CHF 0.45 CHF 125,000 125,000 122,618 122,618 57,795 CHF 59,021 CHF 100.00% 100.00%
12/11/2024 1.90% 0.50 CHF 0.51 CHF 100,000 100,000 100,000 100,000 52,167 CHF 53,167 CHF 99.68% 99.68%
11/11/2024 1.81% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 54,820 CHF 55,820 CHF 99.84% 99.84%
08/11/2024 1.82% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 54,315 CHF 55,315 CHF 100.00% 100.00%
07/11/2024 1.72% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 57,550 CHF 58,550 CHF 99.86% 99.86%

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