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% 2.24 CHF 2.25 CHF 30,000 25,000 30,000 25,000 66,512 CHF 55,801 CHF 100.00% 100.00%
19/11/2024 0.77% 2.18 CHF 2.19 CHF 30,000 25,000 27,694 23,353 63,099 CHF 53,634 CHF 94.92% 94.92%
18/11/2024 0.66% 2.47 CHF 2.48 CHF 30,000 25,000 30,000 25,000 73,305 CHF 61,490 CHF 100.00% 100.00%
15/11/2024 0.64% 2.45 CHF 2.47 CHF 30,000 25,000 29,716 25,000 73,246 CHF 62,026 CHF 100.00% 100.00%
14/11/2024 0.63% 2.54 CHF 2.55 CHF 25,000 25,000 25,149 25,000 63,280 CHF 63,308 CHF 99.44% 99.44%
13/11/2024 0.68% 2.50 CHF 2.52 CHF 25,000 25,000 29,127 24,964 71,573 CHF 61,805 CHF 98.88% 98.88%
12/11/2024 0.65% 2.58 CHF 2.60 CHF 25,000 25,000 25,000 25,000 65,672 CHF 66,098 CHF 100.00% 100.00%
11/11/2024 0.63% 2.68 CHF 2.69 CHF 25,000 25,000 25,000 25,000 68,094 CHF 68,523 CHF 100.00% 100.00%
08/11/2024 0.61% 2.65 CHF 2.67 CHF 25,000 25,000 25,000 25,000 65,696 CHF 66,095 CHF 100.00% 100.00%
07/11/2024 0.64% 2.61 CHF 2.62 CHF 25,000 25,000 24,741 24,741 65,803 CHF 66,220 CHF 99.06% 99.06%

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