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 3.30% 0.62 CHF 0.64 CHF 100,000 100,000 100,000 100,000 59,588 CHF 61,588 CHF 99.53% 99.53%
19/11/2024 3.46% 0.57 CHF 0.59 CHF 100,000 100,000 100,000 100,000 56,830 CHF 58,830 CHF 99.49% 99.49%
18/11/2024 3.60% 0.53 CHF 0.55 CHF 100,000 100,000 100,000 100,000 54,527 CHF 56,527 CHF 99.51% 99.51%
15/11/2024 3.93% 0.48 CHF 0.50 CHF 100,000 100,000 100,000 100,000 49,843 CHF 51,843 CHF 98.95% 98.95%
14/11/2024 3.42% 0.54 CHF 0.56 CHF 100,000 100,000 100,000 100,000 57,639 CHF 59,639 CHF 99.57% 99.57%
13/11/2024 3.88% 0.65 CHF 0.67 CHF 100,000 100,000 100,000 100,000 51,411 CHF 53,411 CHF 97.05% 97.05%
12/11/2024 5.23% 0.42 CHF 0.44 CHF 100,000 100,000 100,000 100,000 37,305 CHF 39,305 CHF 99.56% 99.56%
11/11/2024 5.38% 0.36 CHF 0.38 CHF 100,000 100,000 100,000 100,000 36,243 CHF 38,243 CHF 99.51% 99.51%
08/11/2024 5.29% 0.38 CHF 0.40 CHF 100,000 100,000 100,000 100,000 36,872 CHF 38,872 CHF 94.25% 99.51%
07/11/2024 - 0.27 CHF 0.44 CHF 100,000 1,000 0 0 0 CHF 0 CHF 0.00% 98.83%

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