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 1.86% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 53,227 CHF 54,227 CHF 100.00% 100.00%
19/11/2024 1.79% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 55,269 CHF 56,269 CHF 99.89% 99.89%
18/11/2024 1.94% 0.51 CHF 0.52 CHF 100,000 100,000 100,667 100,667 51,481 CHF 52,488 CHF 99.91% 99.91%
15/11/2024 2.02% 0.50 CHF 0.51 CHF 125,000 125,000 123,310 123,310 60,342 CHF 61,575 CHF 100.00% 100.00%
14/11/2024 1.98% 0.49 CHF 0.50 CHF 125,000 125,000 109,822 109,822 54,985 CHF 56,084 CHF 99.96% 99.96%
13/11/2024 1.80% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 55,146 CHF 56,146 CHF 100.00% 100.00%
12/11/2024 1.89% 0.58 CHF 0.59 CHF 100,000 100,000 100,466 100,466 52,757 CHF 53,762 CHF 99.69% 99.69%
11/11/2024 2.19% 0.48 CHF 0.49 CHF 125,000 125,000 125,000 125,000 56,378 CHF 57,628 CHF 99.91% 99.91%
08/11/2024 2.21% 0.46 CHF 0.47 CHF 125,000 125,000 125,518 125,518 56,309 CHF 57,564 CHF 100.00% 100.00%
07/11/2024 2.51% 0.38 CHF 0.39 CHF 150,000 150,000 141,114 141,114 55,567 CHF 56,978 CHF 99.88% 99.88%

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