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 0.74% 2.03 CHF 2.04 CHF 30,000 25,000 30,000 25,000 60,212 CHF 50,551 CHF 100.00% 100.00%
19/11/2024 0.83% 1.96 CHF 1.98 CHF 30,000 25,000 27,694 23,353 57,227 CHF 48,677 CHF 94.92% 94.92%
18/11/2024 0.73% 2.25 CHF 2.27 CHF 30,000 25,000 30,000 25,000 66,942 CHF 56,196 CHF 100.00% 100.00%
15/11/2024 0.72% 2.24 CHF 2.26 CHF 30,000 25,000 30,000 25,000 67,585 CHF 56,728 CHF 100.00% 100.00%
14/11/2024 0.66% 2.33 CHF 2.34 CHF 30,000 25,000 30,000 25,000 69,160 CHF 58,013 CHF 99.44% 99.44%
13/11/2024 0.73% 2.29 CHF 2.30 CHF 30,000 25,000 30,000 24,964 67,413 CHF 56,509 CHF 98.88% 98.88%
12/11/2024 0.66% 2.37 CHF 2.39 CHF 30,000 25,000 30,000 25,000 72,447 CHF 60,771 CHF 100.00% 100.00%
11/11/2024 0.70% 2.46 CHF 2.48 CHF 30,000 25,000 26,008 25,000 65,286 CHF 63,231 CHF 100.00% 100.00%
08/11/2024 0.66% 2.44 CHF 2.45 CHF 30,000 25,000 30,000 25,000 72,474 CHF 60,794 CHF 100.00% 100.00%
07/11/2024 0.74% 2.39 CHF 2.41 CHF 30,000 25,000 30,000 24,741 73,427 CHF 61,008 CHF 99.06% 99.06%

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