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 3.36% 0.29 CHF 0.30 CHF 50,000 50,000 50,000 50,000 14,654 CHF 15,154 CHF 99.97% 99.97%
19/11/2024 3.37% 0.29 CHF 0.30 CHF 50,000 50,000 50,000 50,000 14,581 CHF 15,081 CHF 99.80% 99.80%
18/11/2024 3.33% 0.29 CHF 0.30 CHF 50,000 50,000 50,000 50,000 14,752 CHF 15,252 CHF 99.88% 99.88%
15/11/2024 3.30% 0.30 CHF 0.31 CHF 50,000 50,000 50,000 50,000 14,907 CHF 15,407 CHF 100.00% 100.00%
14/11/2024 3.37% 0.29 CHF 0.30 CHF 50,000 50,000 50,000 50,000 14,586 CHF 15,086 CHF 99.66% 99.66%
13/11/2024 3.49% 0.28 CHF 0.29 CHF 50,000 50,000 50,000 50,000 14,058 CHF 14,558 CHF 99.94% 99.94%
12/11/2024 3.45% 0.28 CHF 0.29 CHF 50,000 50,000 50,000 50,000 14,266 CHF 14,766 CHF 99.83% 99.83%
11/11/2024 3.30% 0.29 CHF 0.30 CHF 50,000 50,000 50,000 50,000 14,899 CHF 15,399 CHF 99.78% 99.78%
08/11/2024 3.36% 0.30 CHF 0.31 CHF 50,000 50,000 50,000 50,000 14,643 CHF 15,143 CHF 99.88% 99.88%
07/11/2024 3.39% 0.29 CHF 0.30 CHF 50,000 50,000 50,000 50,000 14,500 CHF 15,000 CHF 99.90% 99.90%

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