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 0.70% 1.45 CHF 1.46 CHF 25,000 25,000 25,000 25,000 35,453 CHF 35,703 CHF 99.95% 99.95%
19/11/2024 0.70% 1.42 CHF 1.43 CHF 25,000 25,000 25,000 25,000 35,802 CHF 36,052 CHF 99.81% 99.81%
18/11/2024 0.71% 1.42 CHF 1.43 CHF 25,000 25,000 25,000 25,000 35,163 CHF 35,413 CHF 98.35% 98.35%
15/11/2024 0.73% 1.38 CHF 1.39 CHF 25,000 25,000 25,000 25,000 34,354 CHF 34,604 CHF 100.00% 100.00%
14/11/2024 0.70% 1.39 CHF 1.40 CHF 25,000 25,000 25,000 25,000 35,375 CHF 35,625 CHF 99.55% 99.55%
13/11/2024 0.68% 1.46 CHF 1.47 CHF 25,000 25,000 25,000 25,000 36,804 CHF 37,054 CHF 99.95% 99.95%
12/11/2024 0.69% 1.47 CHF 1.48 CHF 25,000 25,000 25,000 25,000 35,970 CHF 36,220 CHF 99.83% 99.83%
11/11/2024 0.72% 1.39 CHF 1.40 CHF 25,000 25,000 25,000 25,000 34,823 CHF 35,073 CHF 99.80% 99.80%
08/11/2024 0.71% 1.42 CHF 1.43 CHF 25,000 25,000 25,000 25,000 35,153 CHF 35,403 CHF 99.86% 99.86%
07/11/2024 0.73% 1.37 CHF 1.38 CHF 25,000 25,000 25,000 25,000 34,119 CHF 34,369 CHF 99.90% 99.90%

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