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 3.64% 0.27 CHF 0.28 CHF 50,000 50,000 50,000 50,000 13,483 CHF 13,983 CHF 100.00% 100.00%
19/11/2024 3.55% 0.27 CHF 0.28 CHF 50,000 50,000 50,000 50,000 13,858 CHF 14,358 CHF 100.00% 100.00%
18/11/2024 3.31% 0.28 CHF 0.29 CHF 50,000 50,000 50,000 50,000 14,881 CHF 15,381 CHF 100.00% 100.00%
15/11/2024 3.20% 0.30 CHF 0.31 CHF 50,000 50,000 50,000 50,000 15,374 CHF 15,874 CHF 100.00% 100.00%
14/11/2024 3.22% 0.30 CHF 0.31 CHF 50,000 50,000 50,000 50,000 15,299 CHF 15,799 CHF 100.00% 100.00%
13/11/2024 3.30% 0.30 CHF 0.31 CHF 50,000 50,000 50,000 50,000 14,890 CHF 15,390 CHF 100.00% 100.00%
12/11/2024 3.39% 0.29 CHF 0.30 CHF 50,000 50,000 50,000 50,000 14,487 CHF 14,987 CHF 100.00% 100.00%
11/11/2024 3.57% 0.29 CHF 0.30 CHF 50,000 50,000 50,000 50,000 13,767 CHF 14,267 CHF 100.00% 100.00%
08/11/2024 3.76% 0.27 CHF 0.28 CHF 50,000 50,000 50,000 50,000 13,068 CHF 13,568 CHF 100.00% 100.00%
07/11/2024 3.71% 0.25 CHF 0.26 CHF 50,000 50,000 50,000 50,000 13,246 CHF 13,746 CHF 100.00% 100.00%

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