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 1.50% 0.64 CHF 0.65 CHF 80,000 50,000 80,000 50,000 53,053 CHF 33,658 CHF 100.00% 100.00%
19/11/2024 1.50% 0.66 CHF 0.67 CHF 80,000 50,000 80,000 50,000 52,995 CHF 33,622 CHF 99.40% 99.40%
18/11/2024 1.53% 0.68 CHF 0.69 CHF 80,000 50,000 80,000 50,000 52,002 CHF 33,001 CHF 100.00% 100.00%
15/11/2024 1.60% 0.62 CHF 0.63 CHF 90,000 50,000 87,123 50,000 53,929 CHF 31,467 CHF 100.00% 100.00%
14/11/2024 1.57% 0.63 CHF 0.64 CHF 80,000 50,000 80,810 50,000 51,175 CHF 32,172 CHF 99.52% 99.52%
13/11/2024 1.58% 0.62 CHF 0.63 CHF 90,000 50,000 82,263 49,704 52,158 CHF 32,044 CHF 99.32% 99.32%
12/11/2024 1.43% 0.68 CHF 0.69 CHF 80,000 50,000 80,000 50,000 55,526 CHF 35,204 CHF 100.00% 100.00%
11/11/2024 1.39% 0.72 CHF 0.73 CHF 70,000 50,000 74,998 50,000 53,503 CHF 36,191 CHF 100.00% 100.00%
08/11/2024 1.49% 0.70 CHF 0.71 CHF 80,000 50,000 80,000 50,000 53,424 CHF 33,890 CHF 100.00% 100.00%
07/11/2024 1.57% 0.65 CHF 0.66 CHF 80,000 50,000 80,000 48,704 52,884 CHF 32,699 CHF 99.13% 99.13%

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