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 2.07% 0.53 CHF 0.54 CHF 100,000 50,000 101,096 50,000 51,556 CHF 26,047 CHF 100.00% 100.00%
19/11/2024 2.02% 0.48 CHF 0.49 CHF 110,000 50,000 105,867 50,000 51,988 CHF 25,083 CHF 100.00% 100.00%
18/11/2024 2.01% 0.48 CHF 0.49 CHF 110,000 50,000 106,180 50,000 52,165 CHF 25,083 CHF 100.00% 100.00%
15/11/2024 2.02% 0.51 CHF 0.53 CHF 100,000 50,000 100,560 50,000 51,501 CHF 26,137 CHF 100.00% 100.00%
14/11/2024 1.93% 0.46 CHF 0.47 CHF 110,000 50,000 102,786 50,000 52,776 CHF 26,238 CHF 99.52% 99.52%
13/11/2024 1.66% 0.58 CHF 0.59 CHF 90,000 50,000 89,259 49,704 54,194 CHF 30,694 CHF 99.32% 99.32%
12/11/2024 1.81% 0.62 CHF 0.63 CHF 90,000 50,000 90,000 50,000 52,503 CHF 29,701 CHF 100.00% 100.00%
11/11/2024 2.05% 0.55 CHF 0.56 CHF 100,000 50,000 100,000 50,000 52,482 CHF 26,783 CHF 100.00% 100.00%
08/11/2024 2.04% 0.53 CHF 0.54 CHF 100,000 50,000 102,223 50,000 51,754 CHF 25,855 CHF 100.00% 100.00%
07/11/2024 2.39% 0.48 CHF 0.50 CHF 110,000 50,000 114,376 48,695 52,262 CHF 22,778 CHF 98.51% 98.51%

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