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 3.61% 0.83 CHF 0.86 CHF 37,500 37,500 37,500 37,500 31,918 CHF 33,090 CHF 100.00% 100.00%
19/11/2024 3.84% 0.79 CHF 0.82 CHF 25,000 25,000 25,000 25,000 19,641 CHF 20,410 CHF 99.99% 99.99%
18/11/2024 4.03% 0.81 CHF 0.84 CHF 37,500 37,500 31,986 31,986 25,623 CHF 26,639 CHF 100.00% 100.00%
15/11/2024 4.10% 0.77 CHF 0.80 CHF 25,000 25,000 25,000 25,000 18,300 CHF 19,066 CHF 99.90% 99.90%
14/11/2024 4.10% 0.81 CHF 0.84 CHF 25,000 25,000 25,036 25,017 18,449 CHF 19,206 CHF 97.31% 97.31%
13/11/2024 3.66% 0.82 CHF 0.85 CHF 37,500 37,500 37,076 37,076 30,407 CHF 31,537 CHF 98.65% 98.65%
12/11/2024 3.85% 0.74 CHF 0.77 CHF 25,000 25,000 25,000 25,000 19,803 CHF 20,578 CHF 96.80% 96.80%
11/11/2024 3.44% 0.87 CHF 0.90 CHF 25,000 25,000 25,000 25,000 22,019 CHF 22,790 CHF 99.56% 99.56%
08/11/2024 3.55% 0.87 CHF 0.90 CHF 25,000 25,000 25,000 25,000 21,630 CHF 22,412 CHF 99.41% 99.41%
07/11/2024 3.32% 0.90 CHF 0.93 CHF 25,000 25,000 26,633 25,958 24,635 CHF 24,763 CHF 97.38% 97.39%

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