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 2.94% 0.34 CHF 0.35 CHF 40,000 40,000 40,000 40,000 13,400 CHF 13,800 CHF 99.97% 99.97%
19/11/2024 2.98% 0.32 CHF 0.33 CHF 40,000 40,000 40,000 40,000 13,247 CHF 13,647 CHF 99.82% 99.82%
18/11/2024 3.02% 0.33 CHF 0.34 CHF 40,000 40,000 40,000 40,000 13,064 CHF 13,464 CHF 99.93% 99.93%
15/11/2024 3.00% 0.31 CHF 0.32 CHF 40,000 40,000 40,000 40,000 13,134 CHF 13,534 CHF 99.99% 99.99%
14/11/2024 2.78% 0.34 CHF 0.35 CHF 40,000 40,000 40,000 40,000 14,179 CHF 14,579 CHF 99.65% 99.65%
13/11/2024 2.58% 0.39 CHF 0.40 CHF 40,000 40,000 40,000 40,000 15,315 CHF 15,715 CHF 99.94% 99.94%
12/11/2024 2.45% 0.42 CHF 0.43 CHF 40,000 40,000 40,000 40,000 16,140 CHF 16,540 CHF 99.75% 99.75%
11/11/2024 2.93% 0.35 CHF 0.36 CHF 40,000 40,000 40,000 40,000 13,465 CHF 13,865 CHF 99.78% 99.78%
08/11/2024 2.96% 0.33 CHF 0.34 CHF 40,000 40,000 40,000 40,000 13,321 CHF 13,721 CHF 99.84% 99.84%
07/11/2024 2.86% 0.35 CHF 0.36 CHF 40,000 40,000 40,000 40,000 13,777 CHF 14,177 CHF 99.91% 99.91%

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