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 2.12% 2.09 CHF 2.14 CHF 30,000 25,000 30,000 25,000 65,455 CHF 55,713 CHF 100.00% 100.00%
19/11/2024 1.34% 2.12 CHF 2.15 CHF 30,000 25,000 30,000 25,000 63,852 CHF 53,929 CHF 99.99% 99.99%
18/11/2024 1.39% 2.34 CHF 2.37 CHF 30,000 25,000 30,000 23,911 68,723 CHF 55,502 CHF 99.38% 99.38%
15/11/2024 1.19% 2.27 CHF 2.30 CHF 30,000 25,000 29,957 24,969 70,254 CHF 59,261 CHF 99.69% 99.69%
14/11/2024 1.27% 2.33 CHF 2.36 CHF 30,000 25,000 30,000 25,000 66,242 CHF 55,905 CHF 94.35% 94.35%
13/11/2024 1.41% 2.05 CHF 2.08 CHF 50,000 50,000 49,579 49,418 98,715 CHF 99,788 CHF 99.25% 99.25%
12/11/2024 1.35% 1.86 CHF 1.89 CHF 30,000 25,000 30,000 25,000 61,699 CHF 52,116 CHF 98.32% 98.32%
11/11/2024 1.19% 2.33 CHF 2.36 CHF 30,000 25,000 30,000 25,000 70,712 CHF 59,632 CHF 92.92% 92.92%
08/11/2024 1.33% 2.26 CHF 2.29 CHF 30,000 25,000 24,798 21,638 59,731 CHF 52,889 CHF 88.53% 88.53%
07/11/2024 0.99% 3.04 CHF 3.07 CHF 25,000 25,000 24,731 24,731 75,363 CHF 76,106 CHF 95.57% 95.57%

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