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 0.81% 1.25 CHF 1.26 CHF 25,000 25,000 25,000 25,000 30,629 CHF 30,879 CHF 99.96% 99.96%
19/11/2024 0.87% 1.19 CHF 1.20 CHF 25,000 25,000 25,000 25,000 28,477 CHF 28,727 CHF 99.77% 99.77%
18/11/2024 0.82% 1.20 CHF 1.21 CHF 25,000 25,000 25,000 25,000 30,271 CHF 30,521 CHF 99.91% 99.91%
15/11/2024 0.80% 1.26 CHF 1.27 CHF 25,000 25,000 25,000 25,000 31,280 CHF 31,530 CHF 100.00% 100.00%
14/11/2024 0.81% 1.23 CHF 1.24 CHF 25,000 25,000 25,000 25,000 30,649 CHF 30,899 CHF 99.57% 99.57%
13/11/2024 0.91% 1.11 CHF 1.12 CHF 25,000 25,000 25,000 25,000 27,494 CHF 27,744 CHF 99.96% 99.96%
12/11/2024 0.86% 1.13 CHF 1.14 CHF 25,000 25,000 25,000 25,000 28,826 CHF 29,076 CHF 99.81% 99.81%
11/11/2024 0.85% 1.18 CHF 1.19 CHF 25,000 25,000 25,000 25,000 29,240 CHF 29,490 CHF 99.82% 99.82%
08/11/2024 0.90% 1.12 CHF 1.13 CHF 25,000 25,000 25,000 25,000 27,619 CHF 27,869 CHF 99.88% 99.88%
07/11/2024 0.87% 1.10 CHF 1.11 CHF 25,000 25,000 25,000 25,000 28,483 CHF 28,733 CHF 99.90% 99.90%

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