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 1.76% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 56,444 CHF 57,444 CHF 99.38% 99.38%
19/11/2024 1.77% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 56,133 CHF 57,133 CHF 95.55% 95.55%
18/11/2024 1.80% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 54,961 CHF 55,961 CHF 99.31% 99.31%
15/11/2024 1.86% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 53,261 CHF 54,261 CHF 99.35% 99.35%
14/11/2024 1.79% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 55,401 CHF 56,401 CHF 99.26% 99.26%
13/11/2024 1.82% 0.55 CHF 0.56 CHF 100,000 100,000 89,210 89,210 48,653 CHF 49,545 CHF 99.09% 99.09%
12/11/2024 1.80% 0.55 CHF 0.56 CHF 50,000 50,000 50,000 50,000 27,505 CHF 28,005 CHF 98.41% 98.41%
11/11/2024 1.83% 0.56 CHF 0.57 CHF 50,000 50,000 50,000 50,000 27,112 CHF 27,612 CHF 98.94% 98.94%
08/11/2024 1.98% 0.53 CHF 0.54 CHF 50,000 50,000 56,349 56,349 28,145 CHF 28,709 CHF 99.40% 99.40%
07/11/2024 1.93% 0.48 CHF 0.49 CHF 63,000 63,000 51,772 51,772 26,556 CHF 27,074 CHF 99.10% 99.10%

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