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 2.33% 0.46 CHF 0.47 CHF 200,000 200,000 200,000 200,000 84,951 CHF 86,951 CHF 100.00% 100.00%
19/11/2024 2.12% 0.46 CHF 0.47 CHF 200,000 200,000 200,000 200,000 94,081 CHF 96,081 CHF 99.56% 99.56%
18/11/2024 2.67% 0.36 CHF 0.37 CHF 200,000 200,000 200,000 200,000 74,028 CHF 76,028 CHF 99.94% 99.94%
15/11/2024 2.50% 0.40 CHF 0.41 CHF 200,000 200,000 200,000 200,000 79,101 CHF 81,101 CHF 100.00% 100.00%
14/11/2024 2.13% 0.42 CHF 0.43 CHF 200,000 200,000 200,000 200,000 93,253 CHF 95,253 CHF 100.00% 100.00%
13/11/2024 1.96% 0.53 CHF 0.54 CHF 200,000 200,000 200,000 200,000 101,042 CHF 103,042 CHF 100.00% 100.00%
12/11/2024 2.19% 0.51 CHF 0.52 CHF 200,000 200,000 200,000 200,000 90,731 CHF 92,731 CHF 99.98% 99.98%

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