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 0.86% 1.84 CHF 1.85 CHF 30,000 25,000 30,000 25,000 54,472 CHF 45,783 CHF 100.00% 100.00%
19/11/2024 0.92% 1.77 CHF 1.79 CHF 30,000 25,000 28,084 23,353 52,612 CHF 44,240 CHF 94.92% 94.92%
18/11/2024 0.75% 2.07 CHF 2.08 CHF 30,000 25,000 30,000 25,000 61,276 CHF 51,446 CHF 100.00% 100.00%
15/11/2024 0.79% 2.05 CHF 2.07 CHF 30,000 25,000 30,000 25,000 61,885 CHF 51,978 CHF 100.00% 100.00%
14/11/2024 0.77% 2.14 CHF 2.15 CHF 30,000 25,000 30,000 25,000 63,460 CHF 53,290 CHF 99.44% 99.44%
13/11/2024 0.81% 2.10 CHF 2.12 CHF 30,000 25,000 30,000 24,964 61,737 CHF 51,793 CHF 98.88% 98.88%
12/11/2024 0.71% 2.18 CHF 2.20 CHF 30,000 25,000 30,000 25,000 66,783 CHF 56,051 CHF 100.00% 100.00%
11/11/2024 0.70% 2.28 CHF 2.29 CHF 30,000 25,000 30,000 25,000 69,686 CHF 58,481 CHF 100.00% 100.00%
08/11/2024 0.72% 2.25 CHF 2.26 CHF 30,000 25,000 30,000 25,000 66,806 CHF 56,076 CHF 100.00% 100.00%
07/11/2024 0.75% 2.20 CHF 2.22 CHF 30,000 25,000 30,000 24,741 67,757 CHF 56,307 CHF 99.06% 99.06%

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