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 0.51% 1.96 CHF 1.97 CHF 30,000 25,000 30,000 25,000 59,159 CHF 49,549 CHF 100.00% 100.00%
22/11/2024 0.50% 2.00 CHF 2.01 CHF 30,000 25,000 30,000 25,000 59,523 CHF 49,853 CHF 100.00% 100.00%
20/11/2024 0.53% 1.86 CHF 1.87 CHF 30,000 25,000 30,000 25,000 56,342 CHF 47,202 CHF 100.00% 100.00%
19/11/2024 0.52% 1.87 CHF 1.88 CHF 30,000 25,000 30,000 25,000 57,870 CHF 48,475 CHF 100.00% 100.00%
18/11/2024 0.53% 1.99 CHF 2.00 CHF 30,000 25,000 30,000 25,000 56,229 CHF 47,107 CHF 100.00% 100.00%
15/11/2024 0.70% 1.81 CHF 1.82 CHF 30,000 25,000 23,622 20,444 43,948 CHF 38,308 CHF 100.00% 100.00%
14/11/2024 0.52% 1.98 CHF 1.99 CHF 30,000 25,000 30,000 25,000 57,800 CHF 48,417 CHF 99.44% 99.44%
13/11/2024 0.57% 2.07 CHF 2.08 CHF 30,000 25,000 29,220 24,280 53,261 CHF 44,524 CHF 98.42% 98.42%
12/11/2024 0.44% 2.05 CHF 2.07 CHF 12,500 12,500 29,335 24,525 69,473 CHF 58,309 CHF 99.23% 99.23%
11/11/2024 0.40% 2.51 CHF 2.52 CHF 25,000 25,000 25,502 25,000 64,020 CHF 63,023 CHF 100.00% 100.00%

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