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 0.38% 2.59 CHF 2.60 CHF 25,000 25,000 25,000 25,000 65,225 CHF 65,475 CHF 100.00% 100.00%
19/11/2024 0.38% 2.60 CHF 2.61 CHF 25,000 25,000 25,000 25,000 66,499 CHF 66,749 CHF 100.00% 100.00%
18/11/2024 0.38% 2.72 CHF 2.73 CHF 25,000 25,000 25,000 25,000 65,139 CHF 65,389 CHF 100.00% 100.00%
15/11/2024 0.51% 2.54 CHF 2.55 CHF 25,000 25,000 20,444 20,444 52,987 CHF 53,232 CHF 100.00% 100.00%
14/11/2024 0.38% 2.71 CHF 2.72 CHF 25,000 25,000 25,000 25,000 66,417 CHF 66,667 CHF 99.44% 99.44%
13/11/2024 0.41% 2.80 CHF 2.81 CHF 25,000 25,000 26,417 24,280 67,275 CHF 62,277 CHF 98.42% 98.42%
12/11/2024 0.34% 2.78 CHF 2.80 CHF 12,500 12,500 24,525 24,525 75,963 CHF 76,212 CHF 99.23% 99.23%
11/11/2024 0.31% 3.24 CHF 3.25 CHF 25,000 25,000 25,000 25,000 81,023 CHF 81,273 CHF 100.00% 100.00%
08/11/2024 0.32% 3.15 CHF 3.16 CHF 25,000 25,000 25,000 25,000 78,113 CHF 78,363 CHF 100.00% 100.00%
07/11/2024 0.33% 3.14 CHF 3.15 CHF 25,000 25,000 24,740 24,221 78,178 CHF 76,800 CHF 99.06% 99.06%

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