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 0.75% 1.28 CHF 1.29 CHF 30,000 30,000 30,000 29,989 39,633 CHF 39,918 CHF 99.98% 99.98%
19/11/2024 0.85% 1.20 CHF 1.21 CHF 30,000 30,000 30,000 30,000 34,948 CHF 35,248 CHF 99.85% 99.85%
18/11/2024 0.74% 1.29 CHF 1.30 CHF 30,000 30,000 30,000 30,000 40,211 CHF 40,511 CHF 99.95% 99.95%
15/11/2024 0.73% 1.39 CHF 1.40 CHF 30,000 30,000 30,000 30,000 40,915 CHF 41,215 CHF 100.00% 100.00%
14/11/2024 0.73% 1.37 CHF 1.38 CHF 30,000 30,000 30,000 30,000 40,697 CHF 40,997 CHF 99.66% 99.66%
13/11/2024 0.75% 1.35 CHF 1.36 CHF 30,000 30,000 30,000 30,000 39,697 CHF 39,997 CHF 99.96% 99.96%
12/11/2024 0.71% 1.36 CHF 1.37 CHF 30,000 30,000 30,000 30,000 42,149 CHF 42,449 CHF 99.83% 99.83%
11/11/2024 0.66% 1.52 CHF 1.53 CHF 30,000 30,000 30,000 30,000 45,637 CHF 45,937 CHF 99.82% 99.82%
08/11/2024 0.67% 1.51 CHF 1.52 CHF 30,000 30,000 30,000 30,000 44,911 CHF 45,211 CHF 99.88% 99.88%
07/11/2024 0.63% 1.57 CHF 1.58 CHF 30,000 30,000 30,000 30,000 47,208 CHF 47,508 CHF 99.89% 99.89%

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