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 1.85% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 53,737 CHF 54,737 CHF 90.21% 90.21%
19/11/2024 1.76% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 56,235 CHF 57,235 CHF 100.00% 100.00%
18/11/2024 1.83% 0.54 CHF 0.55 CHF 100,000 100,000 100,248 100,000 54,445 CHF 55,324 CHF 99.38% 99.38%
15/11/2024 2.01% 0.50 CHF 0.51 CHF 100,000 75,000 105,896 75,000 52,197 CHF 37,743 CHF 100.00% 100.00%
14/11/2024 2.03% 0.47 CHF 0.48 CHF 110,000 100,000 107,035 100,000 52,225 CHF 49,848 CHF 99.22% 99.22%
13/11/2024 1.89% 0.49 CHF 0.50 CHF 110,000 100,000 100,226 99,159 53,400 CHF 53,845 CHF 99.36% 99.36%
12/11/2024 2.06% 0.55 CHF 0.56 CHF 100,000 75,000 108,587 75,000 52,101 CHF 36,795 CHF 100.00% 100.00%
11/11/2024 2.26% 0.44 CHF 0.45 CHF 120,000 75,000 119,994 75,000 52,425 CHF 33,517 CHF 100.00% 100.00%
08/11/2024 2.46% 0.48 CHF 0.49 CHF 110,000 75,000 109,253 75,000 52,730 CHF 37,110 CHF 100.00% 100.00%
07/11/2024 2.14% 0.47 CHF 0.48 CHF 110,000 100,000 107,258 97,396 51,849 CHF 48,088 CHF 98.73% 98.73%

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