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 0.33% 0.57 CHF 0.57 CHF 25,000 25,000 25,000 25,000 14,910 CHF 14,960 CHF 99.99% 99.99%
19/11/2024 0.33% 0.60 CHF 0.60 CHF 25,000 25,000 25,000 25,000 15,264 CHF 15,314 CHF 100.00% 100.00%
18/11/2024 0.33% 0.64 CHF 0.64 CHF 25,000 25,000 25,000 25,000 15,017 CHF 15,067 CHF 99.77% 99.77%
15/11/2024 0.34% 0.61 CHF 0.61 CHF 25,000 25,000 25,000 25,000 14,801 CHF 14,851 CHF 100.00% 100.00%
14/11/2024 0.36% 0.57 CHF 0.57 CHF 50,000 50,000 50,000 50,000 27,401 CHF 27,501 CHF 95.92% 95.92%
13/11/2024 0.44% 0.46 CHF 0.46 CHF 50,000 50,000 50,000 50,000 22,580 CHF 22,680 CHF 97.72% 97.72%
12/11/2024 0.39% 0.44 CHF 0.45 CHF 25,000 25,000 25,000 25,000 12,866 CHF 12,916 CHF 98.70% 98.70%
11/11/2024 0.34% 0.55 CHF 0.56 CHF 25,000 25,000 25,000 25,000 14,663 CHF 14,713 CHF 95.92% 95.92%
08/11/2024 0.33% 0.57 CHF 0.58 CHF 25,000 25,000 25,000 25,000 15,334 CHF 15,384 CHF 84.64% 84.64%
07/11/2024 0.30% 0.68 CHF 0.68 CHF 25,000 25,000 25,000 25,000 16,788 CHF 16,838 CHF 99.99% 99.99%

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