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 1.19% 0.86 CHF 0.87 CHF 60,000 50,000 66,681 50,000 55,567 CHF 42,203 CHF 100.00% 100.00%
19/11/2024 1.18% 0.83 CHF 0.84 CHF 70,000 50,000 62,787 50,000 52,875 CHF 42,642 CHF 100.00% 100.00%
18/11/2024 1.24% 0.81 CHF 0.82 CHF 70,000 50,000 70,000 50,000 55,981 CHF 40,487 CHF 100.00% 100.00%
15/11/2024 1.31% 0.77 CHF 0.78 CHF 70,000 50,000 70,000 50,000 53,253 CHF 38,538 CHF 100.00% 100.00%
14/11/2024 1.25% 0.76 CHF 0.77 CHF 70,000 50,000 69,504 50,000 55,357 CHF 40,338 CHF 99.44% 99.44%
13/11/2024 1.22% 0.82 CHF 0.83 CHF 70,000 50,000 70,000 49,519 57,077 CHF 40,870 CHF 98.88% 98.88%
12/11/2024 1.25% 0.82 CHF 0.83 CHF 70,000 50,000 70,000 50,000 55,604 CHF 40,217 CHF 100.00% 100.00%
11/11/2024 1.41% 0.73 CHF 0.74 CHF 70,000 50,000 78,118 50,000 54,965 CHF 35,707 CHF 100.00% 100.00%
08/11/2024 1.42% 0.72 CHF 0.73 CHF 70,000 25,000 78,130 25,000 54,583 CHF 17,729 CHF 100.00% 100.00%
07/11/2024 1.74% 0.60 CHF 0.61 CHF 90,000 25,000 90,000 24,740 52,291 CHF 14,627 CHF 99.06% 99.06%

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