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 1.30% 0.89 CHF 0.90 CHF 60,000 50,000 60,018 50,000 53,110 CHF 44,826 CHF 100.00% 100.00%
19/11/2024 1.30% 0.88 CHF 0.89 CHF 60,000 50,000 60,707 50,000 52,312 CHF 43,670 CHF 99.99% 99.99%
18/11/2024 1.74% 0.79 CHF 0.80 CHF 70,000 50,000 70,000 44,487 54,487 CHF 35,195 CHF 100.00% 100.00%
15/11/2024 1.44% 0.76 CHF 0.77 CHF 70,000 50,000 70,000 50,000 54,260 CHF 39,318 CHF 100.00% 100.00%
14/11/2024 1.35% 0.88 CHF 0.89 CHF 60,000 50,000 60,023 50,000 51,447 CHF 43,441 CHF 98.83% 98.83%
13/11/2024 1.40% 0.83 CHF 0.85 CHF 70,000 50,000 65,489 49,680 55,046 CHF 42,420 CHF 92.01% 92.01%
12/11/2024 1.17% 0.93 CHF 0.94 CHF 60,000 50,000 60,000 50,000 57,795 CHF 48,730 CHF 100.00% 100.00%
11/11/2024 1.13% 1.03 CHF 1.04 CHF 50,000 50,000 50,002 50,000 52,240 CHF 52,833 CHF 99.81% 99.81%
08/11/2024 1.27% 0.94 CHF 0.96 CHF 60,000 50,000 59,256 50,000 56,831 CHF 48,594 CHF 100.00% 100.00%
07/11/2024 1.25% 0.95 CHF 0.96 CHF 60,000 50,000 56,869 48,703 55,828 CHF 48,408 CHF 99.13% 99.13%

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