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 1.60% 0.65 CHF 0.66 CHF 25,000 25,000 25,000 25,000 15,525 CHF 15,775 CHF 99.97% 99.97%
19/11/2024 1.70% 0.58 CHF 0.59 CHF 25,000 25,000 25,000 25,000 14,645 CHF 14,895 CHF 99.80% 99.80%
18/11/2024 1.63% 0.58 CHF 0.59 CHF 25,000 25,000 25,000 25,000 15,228 CHF 15,478 CHF 99.89% 99.89%
15/11/2024 1.48% 0.64 CHF 0.65 CHF 25,000 25,000 25,000 25,000 16,762 CHF 17,012 CHF 100.00% 100.00%
14/11/2024 1.53% 0.65 CHF 0.66 CHF 25,000 25,000 25,000 25,000 16,246 CHF 16,496 CHF 99.63% 99.63%
13/11/2024 1.26% 0.82 CHF 0.83 CHF 25,000 25,000 25,000 25,000 19,769 CHF 20,019 CHF 99.93% 99.93%
12/11/2024 1.32% 0.77 CHF 0.78 CHF 25,000 25,000 25,000 25,000 18,883 CHF 19,133 CHF 99.80% 99.80%
11/11/2024 1.85% 0.64 CHF 0.65 CHF 25,000 25,000 25,000 25,000 13,546 CHF 13,796 CHF 99.82% 99.82%
08/11/2024 2.12% 0.48 CHF 0.49 CHF 25,000 25,000 25,000 25,000 11,711 CHF 11,961 CHF 99.88% 99.88%
07/11/2024 2.07% 0.49 CHF 0.50 CHF 25,000 25,000 25,000 25,000 11,975 CHF 12,225 CHF 99.91% 99.91%

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