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 1.23% 0.83 CHF 0.84 CHF 70,000 50,000 70,000 50,000 56,384 CHF 40,774 CHF 100.00% 100.00%
19/11/2024 1.23% 0.81 CHF 0.82 CHF 70,000 50,000 70,000 50,000 56,483 CHF 40,845 CHF 99.40% 99.40%
18/11/2024 1.21% 0.79 CHF 0.80 CHF 70,000 50,000 68,972 50,000 56,469 CHF 41,452 CHF 100.00% 100.00%
15/11/2024 1.17% 0.85 CHF 0.86 CHF 60,000 50,000 60,000 50,000 51,069 CHF 43,058 CHF 100.00% 100.00%
14/11/2024 1.19% 0.84 CHF 0.85 CHF 60,000 50,000 63,866 50,000 53,456 CHF 42,373 CHF 99.52% 99.52%
13/11/2024 1.21% 0.85 CHF 0.86 CHF 60,000 50,000 62,962 49,704 52,901 CHF 42,308 CHF 99.32% 99.32%
12/11/2024 1.28% 0.80 CHF 0.81 CHF 70,000 50,000 70,000 50,000 54,544 CHF 39,460 CHF 100.00% 100.00%
11/11/2024 1.31% 0.76 CHF 0.77 CHF 70,000 50,000 70,000 50,000 53,211 CHF 38,508 CHF 100.00% 100.00%
08/11/2024 1.23% 0.77 CHF 0.78 CHF 70,000 50,000 70,000 50,000 56,571 CHF 40,908 CHF 100.00% 100.00%
07/11/2024 1.28% 0.83 CHF 0.84 CHF 70,000 50,000 70,000 48,703 57,128 CHF 40,252 CHF 99.13% 99.13%

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