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 3.27% 0.29 CHF 0.30 CHF 100,000 100,000 100,000 100,000 30,085 CHF 31,085 CHF 99.39% 99.39%
19/11/2024 4.10% 0.23 CHF 0.24 CHF 100,000 100,000 100,000 100,000 23,918 CHF 24,918 CHF 99.27% 99.27%
18/11/2024 3.67% 0.24 CHF 0.25 CHF 100,000 100,000 100,000 100,000 26,870 CHF 27,870 CHF 99.31% 99.31%
15/11/2024 2.61% 0.31 CHF 0.32 CHF 100,000 100,000 100,000 100,000 37,971 CHF 38,971 CHF 99.37% 99.37%
14/11/2024 2.97% 0.37 CHF 0.38 CHF 100,000 100,000 100,000 100,000 33,267 CHF 34,267 CHF 99.39% 99.39%
13/11/2024 2.75% 0.37 CHF 0.38 CHF 100,000 100,000 100,000 100,000 35,963 CHF 36,963 CHF 99.39% 99.39%
12/11/2024 2.92% 0.33 CHF 0.34 CHF 100,000 100,000 100,000 100,000 33,722 CHF 34,722 CHF 99.08% 99.08%
11/11/2024 2.68% 0.39 CHF 0.40 CHF 100,000 100,000 100,000 100,000 37,360 CHF 38,360 CHF 99.31% 99.31%
08/11/2024 4.01% 0.30 CHF 0.31 CHF 100,000 100,000 100,000 100,000 24,794 CHF 25,794 CHF 99.39% 99.39%
07/11/2024 2.81% 0.32 CHF 0.33 CHF 100,000 100,000 100,000 100,000 35,659 CHF 36,659 CHF 99.28% 99.28%

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