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 1.31% 0.74 CHF 0.75 CHF 70,000 25,000 70,000 25,000 52,957 CHF 19,163 CHF 100.00% 100.00%
19/11/2024 1.24% 0.76 CHF 0.77 CHF 70,000 25,000 69,416 25,000 55,883 CHF 20,384 CHF 100.00% 100.00%
18/11/2024 1.54% 0.85 CHF 0.86 CHF 60,000 25,000 68,892 21,692 52,519 CHF 16,804 CHF 100.00% 100.00%
15/11/2024 1.74% 0.72 CHF 0.73 CHF 70,000 25,000 49,847 20,444 37,380 CHF 15,678 CHF 100.00% 100.00%
14/11/2024 1.24% 0.85 CHF 0.86 CHF 60,000 25,000 68,736 25,000 55,243 CHF 20,360 CHF 99.44% 99.44%
13/11/2024 1.44% 0.92 CHF 0.93 CHF 60,000 25,000 72,518 24,387 51,863 CHF 17,867 CHF 97.54% 97.54%
12/11/2024 0.89% 0.91 CHF 0.93 CHF 12,500 12,500 48,508 24,522 57,384 CHF 29,202 CHF 98.63% 98.63%
11/11/2024 1.50% 1.30 CHF 1.32 CHF 40,000 25,000 40,000 25,000 52,044 CHF 33,020 CHF 93.97% 93.97%
08/11/2024 0.83% 1.22 CHF 1.23 CHF 50,000 25,000 50,000 25,000 59,862 CHF 30,181 CHF 96.20% 96.20%
07/11/2024 0.85% 1.21 CHF 1.22 CHF 50,000 25,000 48,832 24,221 59,999 CHF 30,043 CHF 99.06% 99.06%

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