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 0.63% 1.57 CHF 1.58 CHF 25,000 25,000 25,000 25,000 39,394 CHF 39,644 CHF 99.73% 99.73%
19/11/2024 0.64% 1.58 CHF 1.59 CHF 25,000 25,000 25,000 25,000 39,019 CHF 39,269 CHF 99.85% 99.85%
18/11/2024 0.63% 1.58 CHF 1.59 CHF 25,000 25,000 25,000 25,000 39,314 CHF 39,564 CHF 100.00% 100.00%
15/11/2024 0.61% 1.61 CHF 1.62 CHF 25,000 25,000 25,000 25,000 40,596 CHF 40,846 CHF 100.00% 100.00%
14/11/2024 0.60% 1.70 CHF 1.71 CHF 25,000 25,000 25,000 25,000 41,604 CHF 41,854 CHF 100.00% 100.00%
13/11/2024 0.61% 1.64 CHF 1.65 CHF 25,000 25,000 25,000 25,000 40,862 CHF 41,112 CHF 99.93% 99.93%
12/11/2024 0.59% 1.67 CHF 1.68 CHF 25,000 25,000 25,000 25,000 42,208 CHF 42,458 CHF 100.00% 100.00%
11/11/2024 0.58% 1.72 CHF 1.73 CHF 25,000 25,000 25,000 25,000 43,225 CHF 43,475 CHF 99.66% 99.66%
08/11/2024 0.58% 1.71 CHF 1.72 CHF 25,000 25,000 25,000 25,000 43,065 CHF 43,315 CHF 100.00% 100.00%
07/11/2024 0.57% 1.71 CHF 1.72 CHF 25,000 25,000 25,000 25,000 43,720 CHF 43,970 CHF 99.70% 99.70%

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