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 1.28% 0.74 CHF 0.75 CHF 40,000 40,000 39,997 39,997 31,015 CHF 31,415 CHF 99.43% 99.43%
19/11/2024 1.36% 0.70 CHF 0.71 CHF 40,000 40,000 40,000 40,000 29,362 CHF 29,762 CHF 100.00% 100.00%
18/11/2024 1.72% 0.66 CHF 0.67 CHF 40,000 40,000 40,000 40,000 23,195 CHF 23,595 CHF 99.88% 99.88%
15/11/2024 2.29% 0.46 CHF 0.47 CHF 50,000 50,000 50,000 50,000 21,581 CHF 22,081 CHF 100.00% 100.00%
14/11/2024 2.88% 0.42 CHF 0.43 CHF 50,000 50,000 50,000 50,000 17,578 CHF 18,078 CHF 98.67% 98.67%
13/11/2024 2.39% 0.42 CHF 0.43 CHF 50,000 50,000 50,000 50,000 20,739 CHF 21,239 CHF 100.00% 100.00%
12/11/2024 2.22% 0.39 CHF 0.40 CHF 40,000 40,000 40,000 40,000 17,930 CHF 18,330 CHF 99.87% 99.87%
11/11/2024 1.72% 0.54 CHF 0.55 CHF 50,000 50,000 50,000 50,000 28,836 CHF 29,336 CHF 100.00% 100.00%
08/11/2024 3.26% 0.30 CHF 0.31 CHF 50,000 50,000 50,000 50,000 15,186 CHF 15,686 CHF 98.31% 98.31%
07/11/2024 2.66% 0.37 CHF 0.38 CHF 50,000 50,000 50,000 50,000 18,655 CHF 19,155 CHF 100.00% 100.00%

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