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
25/11/2024 0.05% 3.64 CHF 3.64 CHF 25,000 25,000 25,000 25,000 92,714 CHF 92,764 CHF 94.85% 94.85%
22/11/2024 0.05% 3.73 CHF 3.73 CHF 25,000 25,000 25,000 25,000 92,914 CHF 92,964 CHF 71.91% 71.91%
20/11/2024 0.05% 3.61 CHF 3.62 CHF 25,000 25,000 25,000 25,000 91,155 CHF 91,205 CHF 99.99% 99.99%
19/11/2024 0.05% 3.65 CHF 3.65 CHF 25,000 25,000 25,000 25,000 91,425 CHF 91,475 CHF 100.00% 100.00%
18/11/2024 0.05% 3.70 CHF 3.70 CHF 25,000 25,000 25,000 25,000 91,412 CHF 91,462 CHF 99.77% 99.77%
15/11/2024 0.05% 3.66 CHF 3.66 CHF 25,000 25,000 25,000 25,000 91,323 CHF 91,373 CHF 100.00% 100.00%
14/11/2024 0.06% 3.63 CHF 3.63 CHF 50,000 50,000 50,000 50,000 180,182 CHF 180,282 CHF 95.92% 95.92%
13/11/2024 0.06% 3.51 CHF 3.51 CHF 50,000 50,000 50,000 50,000 175,418 CHF 175,518 CHF 97.72% 97.72%
12/11/2024 0.06% 3.50 CHF 3.50 CHF 25,000 25,000 25,000 25,000 89,205 CHF 89,255 CHF 98.70% 98.70%
11/11/2024 0.05% 3.61 CHF 3.61 CHF 25,000 25,000 25,000 25,000 91,093 CHF 91,143 CHF 95.92% 95.92%

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