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 1.78% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 55,579 CHF 56,579 CHF 100.00% 100.00%
19/11/2024 1.79% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 55,561 CHF 56,561 CHF 99.26% 99.26%
18/11/2024 1.66% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 59,884 CHF 60,884 CHF 99.89% 99.89%
15/11/2024 1.66% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 59,768 CHF 60,768 CHF 100.00% 100.00%
14/11/2024 1.70% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 58,472 CHF 59,472 CHF 100.00% 100.00%
13/11/2024 1.86% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 53,213 CHF 54,213 CHF 100.00% 100.00%
12/11/2024 1.74% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 56,918 CHF 57,918 CHF 99.66% 99.66%
11/11/2024 1.76% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 56,415 CHF 57,415 CHF 99.89% 99.89%
08/11/2024 1.81% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 54,921 CHF 55,921 CHF 100.00% 100.00%
07/11/2024 1.88% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 52,823 CHF 53,823 CHF 99.91% 99.91%

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