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 4.54% 0.23 CHF 0.24 CHF 25,000 25,000 25,000 25,000 5,396 CHF 5,646 CHF 99.97% 99.97%
19/11/2024 4.46% 0.22 CHF 0.23 CHF 25,000 25,000 25,000 25,000 5,494 CHF 5,744 CHF 99.74% 99.74%
18/11/2024 4.84% 0.21 CHF 0.22 CHF 25,000 25,000 25,000 25,000 5,047 CHF 5,297 CHF 99.89% 99.89%
15/11/2024 4.07% 0.22 CHF 0.23 CHF 25,000 25,000 25,000 25,000 6,029 CHF 6,279 CHF 100.00% 100.00%
14/11/2024 3.88% 0.25 CHF 0.26 CHF 25,000 25,000 25,000 25,000 6,325 CHF 6,575 CHF 99.65% 99.65%
13/11/2024 3.62% 0.25 CHF 0.26 CHF 25,000 25,000 25,000 25,000 6,792 CHF 7,042 CHF 99.94% 99.94%
12/11/2024 3.36% 0.29 CHF 0.30 CHF 25,000 25,000 25,000 25,000 7,311 CHF 7,561 CHF 99.75% 99.75%
11/11/2024 3.39% 0.27 CHF 0.28 CHF 25,000 25,000 25,000 25,000 7,257 CHF 7,507 CHF 99.81% 99.81%
08/11/2024 3.07% 0.31 CHF 0.32 CHF 25,000 25,000 25,000 25,000 8,041 CHF 8,291 CHF 99.83% 99.83%
07/11/2024 3.22% 0.32 CHF 0.33 CHF 25,000 25,000 25,000 25,000 7,677 CHF 7,927 CHF 99.91% 99.91%

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