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 3.19% 0.30 CHF 0.31 CHF 200,000 200,000 200,000 200,000 61,665 CHF 63,665 CHF 100.00% 100.00%
19/11/2024 3.25% 0.31 CHF 0.32 CHF 100,000 100,000 100,000 100,000 30,285 CHF 31,285 CHF 99.90% 99.90%
18/11/2024 2.87% 0.35 CHF 0.36 CHF 100,000 100,000 100,000 100,000 34,416 CHF 35,416 CHF 99.91% 99.91%
15/11/2024 2.78% 0.35 CHF 0.36 CHF 100,000 100,000 100,000 100,000 35,510 CHF 36,510 CHF 100.00% 100.00%
14/11/2024 2.81% 0.36 CHF 0.37 CHF 100,000 100,000 100,000 100,000 35,062 CHF 36,062 CHF 100.00% 100.00%
13/11/2024 3.05% 0.32 CHF 0.33 CHF 100,000 100,000 100,000 100,000 32,344 CHF 33,344 CHF 100.00% 100.00%
12/11/2024 2.89% 0.33 CHF 0.34 CHF 100,000 100,000 100,000 100,000 34,095 CHF 35,095 CHF 99.71% 99.71%
11/11/2024 2.82% 0.36 CHF 0.37 CHF 100,000 100,000 100,000 100,000 34,936 CHF 35,936 CHF 99.91% 99.91%
08/11/2024 2.90% 0.33 CHF 0.34 CHF 100,000 100,000 100,000 100,000 33,976 CHF 34,976 CHF 100.00% 100.00%
07/11/2024 2.50% 0.39 CHF 0.40 CHF 100,000 100,000 100,000 100,000 39,443 CHF 40,443 CHF 99.87% 99.87%

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