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 1.87% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 52,960 CHF 53,960 CHF 99.38% 99.38%
19/11/2024 1.97% 0.51 CHF 0.52 CHF 100,000 100,000 104,242 104,242 52,363 CHF 53,405 CHF 99.26% 99.26%
18/11/2024 2.06% 0.47 CHF 0.48 CHF 125,000 125,000 124,209 124,209 59,577 CHF 60,819 CHF 99.29% 99.29%
15/11/2024 2.26% 0.42 CHF 0.43 CHF 125,000 125,000 125,000 125,000 54,714 CHF 55,964 CHF 99.39% 99.39%
14/11/2024 1.93% 0.48 CHF 0.49 CHF 125,000 125,000 109,349 109,349 55,878 CHF 56,972 CHF 99.39% 99.39%
13/11/2024 2.22% 0.58 CHF 0.59 CHF 100,000 100,000 120,549 120,549 54,042 CHF 55,248 CHF 99.36% 99.36%
12/11/2024 3.02% 0.36 CHF 0.37 CHF 150,000 150,000 170,065 170,065 55,447 CHF 57,148 CHF 99.10% 99.10%
11/11/2024 3.08% 0.31 CHF 0.32 CHF 175,000 175,000 170,916 170,914 54,605 CHF 56,314 CHF 99.28% 99.28%
08/11/2024 3.02% 0.34 CHF 0.35 CHF 150,000 150,000 169,899 169,899 55,366 CHF 57,065 CHF 99.38% 99.38%
07/11/2024 3.74% 0.26 CHF 0.27 CHF 200,000 200,000 199,405 199,405 52,366 CHF 54,360 CHF 99.28% 99.28%

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