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 0.83% 1.19 CHF 1.20 CHF 50,000 25,000 49,933 25,000 60,062 CHF 30,323 CHF 100.00% 100.00%
19/11/2024 0.79% 1.19 CHF 1.20 CHF 50,000 25,000 42,395 25,000 53,041 CHF 31,627 CHF 100.00% 100.00%
18/11/2024 0.83% 1.31 CHF 1.32 CHF 40,000 25,000 48,187 25,000 57,663 CHF 30,269 CHF 100.00% 100.00%
15/11/2024 1.10% 1.14 CHF 1.15 CHF 50,000 25,000 36,333 20,444 43,004 CHF 24,533 CHF 100.00% 100.00%
14/11/2024 0.80% 1.31 CHF 1.32 CHF 40,000 25,000 43,817 25,000 54,766 CHF 31,565 CHF 99.44% 99.44%
13/11/2024 0.91% 1.40 CHF 1.41 CHF 40,000 25,000 45,988 24,280 52,502 CHF 28,191 CHF 98.42% 98.42%
12/11/2024 0.62% 1.38 CHF 1.40 CHF 12,500 12,500 29,830 24,525 50,580 CHF 41,832 CHF 99.23% 99.23%
11/11/2024 0.54% 1.83 CHF 1.84 CHF 30,000 25,000 30,000 25,000 55,168 CHF 46,223 CHF 100.00% 100.00%
08/11/2024 0.58% 1.75 CHF 1.76 CHF 30,000 25,000 30,014 25,000 51,707 CHF 43,319 CHF 100.00% 100.00%
07/11/2024 0.59% 1.73 CHF 1.74 CHF 30,000 25,000 30,000 24,221 52,728 CHF 42,841 CHF 99.06% 99.06%

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