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 0.69% 1.39 CHF 1.40 CHF 25,000 25,000 25,000 25,000 36,195 CHF 36,445 CHF 99.39% 99.39%
19/11/2024 0.69% 1.43 CHF 1.44 CHF 25,000 25,000 25,000 25,000 35,874 CHF 36,124 CHF 99.29% 99.29%
18/11/2024 0.65% 1.49 CHF 1.50 CHF 25,000 25,000 25,000 25,000 38,167 CHF 38,417 CHF 99.28% 99.28%
15/11/2024 0.66% 1.56 CHF 1.57 CHF 25,000 25,000 25,000 25,000 38,005 CHF 38,255 CHF 99.39% 99.39%
14/11/2024 0.68% 1.51 CHF 1.52 CHF 25,000 25,000 25,000 25,000 36,836 CHF 37,086 CHF 99.35% 99.35%
13/11/2024 0.71% 1.40 CHF 1.41 CHF 25,000 25,000 25,000 25,000 35,035 CHF 35,285 CHF 99.39% 99.39%
12/11/2024 0.73% 1.35 CHF 1.36 CHF 25,000 25,000 25,000 25,000 34,364 CHF 34,614 CHF 99.10% 99.10%
11/11/2024 0.68% 1.41 CHF 1.42 CHF 25,000 25,000 25,000 25,000 36,501 CHF 36,751 CHF 99.25% 99.25%
08/11/2024 0.72% 1.37 CHF 1.38 CHF 25,000 25,000 25,000 25,000 34,565 CHF 34,815 CHF 99.38% 99.38%
07/11/2024 0.71% 1.42 CHF 1.43 CHF 25,000 25,000 25,000 25,000 35,027 CHF 35,277 CHF 99.27% 99.27%

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