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 1.88% 0.51 CHF 0.52 CHF 100,000 50,000 100,000 50,000 52,569 CHF 26,785 CHF 100.00% 100.00%
19/11/2024 1.96% 0.50 CHF 0.51 CHF 100,000 50,000 101,284 50,000 51,257 CHF 25,814 CHF 100.00% 100.00%
18/11/2024 2.41% 0.51 CHF 0.52 CHF 100,000 50,000 101,984 43,384 50,945 CHF 22,192 CHF 100.00% 100.00%
15/11/2024 2.10% 0.48 CHF 0.49 CHF 110,000 50,000 110,648 50,000 52,038 CHF 24,024 CHF 100.00% 100.00%
14/11/2024 2.24% 0.46 CHF 0.47 CHF 110,000 50,000 119,502 50,000 52,698 CHF 22,553 CHF 99.27% 99.27%
13/11/2024 2.30% 0.44 CHF 0.45 CHF 120,000 50,000 119,999 49,436 52,813 CHF 22,257 CHF 99.40% 99.40%
12/11/2024 2.14% 0.45 CHF 0.46 CHF 120,000 50,000 110,473 50,000 51,092 CHF 23,627 CHF 100.00% 100.00%
11/11/2024 2.01% 0.49 CHF 0.50 CHF 110,000 50,000 105,996 50,000 52,306 CHF 25,187 CHF 100.00% 100.00%
08/11/2024 2.14% 0.47 CHF 0.48 CHF 110,000 50,000 111,561 50,000 51,526 CHF 23,601 CHF 100.00% 100.00%
07/11/2024 2.15% 0.47 CHF 0.48 CHF 110,000 50,000 108,297 48,746 52,239 CHF 23,999 CHF 99.05% 99.05%

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