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 1.91% 1.06 CHF 1.08 CHF 100,000 100,000 100,000 100,000 103,966 CHF 105,966 CHF 99.53% 99.53%
19/11/2024 1.96% 1.02 CHF 1.04 CHF 100,000 100,000 100,000 100,000 101,172 CHF 103,172 CHF 99.49% 99.49%
18/11/2024 2.00% 0.97 CHF 0.99 CHF 100,000 100,000 100,000 100,000 99,009 CHF 101,008 CHF 99.51% 99.51%
15/11/2024 2.10% 0.93 CHF 0.95 CHF 100,000 100,000 100,000 100,000 94,426 CHF 96,426 CHF 98.95% 98.95%
14/11/2024 1.94% 0.99 CHF 1.01 CHF 100,000 100,000 100,000 100,000 102,156 CHF 104,156 CHF 99.57% 99.57%
13/11/2024 2.07% 1.09 CHF 1.11 CHF 100,000 100,000 100,000 100,000 95,947 CHF 97,947 CHF 97.05% 97.05%
12/11/2024 2.42% 0.86 CHF 0.88 CHF 100,000 100,000 100,000 100,000 81,807 CHF 83,807 CHF 99.56% 99.56%
11/11/2024 2.45% 0.80 CHF 0.82 CHF 100,000 100,000 100,000 100,000 80,809 CHF 82,809 CHF 99.51% 99.51%
08/11/2024 2.43% 0.82 CHF 0.84 CHF 100,000 100,000 100,000 100,000 81,268 CHF 83,268 CHF 99.51% 99.51%
07/11/2024 2.74% 0.72 CHF 0.74 CHF 100,000 100,000 100,000 100,000 72,029 CHF 74,029 CHF 98.83% 98.83%

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