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 0.67% 2.34 CHF 2.35 CHF 30,000 25,000 30,000 25,000 69,472 CHF 58,283 CHF 100.00% 100.00%
19/11/2024 0.71% 2.27 CHF 2.29 CHF 30,000 25,000 27,499 23,353 65,300 CHF 55,886 CHF 94.92% 94.92%
18/11/2024 0.61% 2.56 CHF 2.58 CHF 25,000 25,000 25,000 25,000 63,535 CHF 63,924 CHF 100.00% 100.00%
15/11/2024 0.64% 2.55 CHF 2.57 CHF 25,000 25,000 25,000 25,000 64,052 CHF 64,463 CHF 100.00% 100.00%
14/11/2024 0.63% 2.64 CHF 2.65 CHF 25,000 25,000 25,000 25,000 65,351 CHF 65,763 CHF 99.44% 99.44%
13/11/2024 0.63% 2.60 CHF 2.61 CHF 25,000 25,000 25,120 24,964 64,202 CHF 64,218 CHF 98.88% 98.88%
12/11/2024 0.59% 2.68 CHF 2.70 CHF 25,000 25,000 25,000 25,000 68,098 CHF 68,500 CHF 100.00% 100.00%
11/11/2024 0.62% 2.77 CHF 2.79 CHF 25,000 25,000 25,000 25,000 70,523 CHF 70,961 CHF 100.00% 100.00%
08/11/2024 0.59% 2.75 CHF 2.76 CHF 25,000 25,000 25,000 25,000 68,121 CHF 68,524 CHF 100.00% 100.00%
07/11/2024 0.61% 2.70 CHF 2.72 CHF 25,000 25,000 24,741 24,741 68,214 CHF 68,629 CHF 99.06% 99.06%

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