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 1.77% 0.58 CHF 0.59 CHF 25,000 25,000 25,000 25,000 13,997 CHF 14,247 CHF 99.97% 99.97%
19/11/2024 1.75% 0.57 CHF 0.58 CHF 25,000 25,000 25,000 25,000 14,132 CHF 14,382 CHF 99.80% 99.80%
18/11/2024 1.85% 0.55 CHF 0.56 CHF 25,000 25,000 25,000 25,000 13,396 CHF 13,646 CHF 99.94% 99.94%
15/11/2024 1.69% 0.56 CHF 0.57 CHF 25,000 25,000 25,000 25,000 14,689 CHF 14,939 CHF 100.00% 100.00%
14/11/2024 1.65% 0.60 CHF 0.61 CHF 25,000 25,000 25,000 25,000 15,072 CHF 15,322 CHF 99.55% 99.55%
13/11/2024 1.58% 0.60 CHF 0.61 CHF 25,000 25,000 25,000 25,000 15,715 CHF 15,965 CHF 99.94% 99.94%
12/11/2024 1.53% 0.64 CHF 0.65 CHF 25,000 25,000 25,000 25,000 16,272 CHF 16,522 CHF 99.78% 99.78%
11/11/2024 1.53% 0.62 CHF 0.63 CHF 25,000 25,000 25,000 25,000 16,196 CHF 16,446 CHF 99.85% 99.85%
08/11/2024 1.45% 0.67 CHF 0.68 CHF 25,000 25,000 25,000 25,000 17,128 CHF 17,378 CHF 99.83% 99.83%
07/11/2024 1.47% 0.70 CHF 0.71 CHF 25,000 25,000 25,000 25,000 16,949 CHF 17,199 CHF 99.90% 99.90%

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