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 1.75% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 56,607 CHF 57,607 CHF 100.00% 100.00%
19/11/2024 1.53% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 64,955 CHF 65,955 CHF 92.96% 92.96%
18/11/2024 1.67% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 59,404 CHF 60,404 CHF 100.00% 100.00%
15/11/2024 1.89% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 52,358 CHF 53,358 CHF 100.00% 100.00%
14/11/2024 1.93% 0.50 CHF 0.51 CHF 100,000 100,000 100,111 100,000 51,510 CHF 52,455 CHF 99.22% 99.22%
13/11/2024 1.71% 0.56 CHF 0.57 CHF 100,000 100,000 99,779 99,158 57,899 CHF 58,531 CHF 99.36% 99.36%
12/11/2024 1.88% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 52,672 CHF 53,672 CHF 100.00% 100.00%
11/11/2024 2.22% 0.47 CHF 0.48 CHF 110,000 100,000 106,891 97,467 51,315 CHF 47,807 CHF 100.00% 100.00%
08/11/2024 1.81% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 54,869 CHF 55,869 CHF 100.00% 100.00%
07/11/2024 1.89% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 52,567 CHF 53,567 CHF 90.22% 90.22%

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