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 1.11% 0.95 CHF 0.96 CHF 60,000 50,000 60,000 50,000 57,340 CHF 48,318 CHF 100.00% 100.00%
19/11/2024 1.21% 0.98 CHF 1.00 CHF 60,000 50,000 51,930 50,000 52,308 CHF 51,019 CHF 99.40% 99.40%
18/11/2024 1.29% 0.98 CHF 1.00 CHF 60,000 50,000 57,972 50,000 57,272 CHF 50,075 CHF 100.00% 100.00%
15/11/2024 1.46% 1.04 CHF 1.05 CHF 50,000 50,000 56,904 50,000 54,979 CHF 49,167 CHF 100.00% 100.00%
14/11/2024 1.68% 0.93 CHF 0.94 CHF 60,000 50,000 60,000 50,000 55,609 CHF 47,126 CHF 99.52% 99.52%
13/11/2024 1.47% 0.92 CHF 0.94 CHF 60,000 50,000 60,000 49,383 53,535 CHF 44,720 CHF 99.32% 99.32%
12/11/2024 1.71% 0.87 CHF 0.88 CHF 60,000 50,000 67,925 50,000 55,824 CHF 41,844 CHF 100.00% 100.00%
11/11/2024 1.72% 0.84 CHF 0.86 CHF 60,000 50,000 61,020 50,000 51,439 CHF 42,893 CHF 100.00% 100.00%
08/11/2024 1.35% 0.85 CHF 0.86 CHF 60,000 50,000 60,000 50,000 51,590 CHF 43,574 CHF 100.00% 100.00%
07/11/2024 1.37% 0.90 CHF 0.91 CHF 60,000 50,000 60,000 48,444 54,857 CHF 44,925 CHF 99.13% 99.13%

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