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 0.83% 1.79 CHF 1.80 CHF 30,000 25,000 30,000 25,000 53,101 CHF 44,621 CHF 100.00% 100.00%
19/11/2024 0.94% 1.73 CHF 1.74 CHF 30,000 25,000 28,768 23,353 52,464 CHF 43,186 CHF 94.92% 94.92%
18/11/2024 0.78% 2.02 CHF 2.04 CHF 30,000 25,000 30,000 25,000 59,909 CHF 50,313 CHF 100.00% 100.00%
15/11/2024 0.77% 2.01 CHF 2.02 CHF 30,000 25,000 30,000 25,000 60,556 CHF 50,855 CHF 100.00% 100.00%
14/11/2024 0.71% 2.09 CHF 2.11 CHF 30,000 25,000 30,000 25,000 62,115 CHF 52,133 CHF 99.44% 99.44%
13/11/2024 0.79% 2.05 CHF 2.07 CHF 30,000 25,000 30,000 24,964 60,366 CHF 50,631 CHF 98.88% 98.88%
12/11/2024 0.73% 2.14 CHF 2.15 CHF 30,000 25,000 30,000 25,000 65,425 CHF 54,922 CHF 100.00% 100.00%
11/11/2024 0.67% 2.23 CHF 2.25 CHF 30,000 25,000 30,000 25,000 68,354 CHF 57,344 CHF 100.00% 100.00%
08/11/2024 0.73% 2.20 CHF 2.22 CHF 30,000 25,000 30,000 25,000 65,429 CHF 54,922 CHF 100.00% 100.00%
07/11/2024 0.74% 2.16 CHF 2.18 CHF 30,000 25,000 30,000 24,741 66,412 CHF 55,181 CHF 99.06% 99.06%

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