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 0.41% 2.39 CHF 2.40 CHF 25,000 25,000 25,000 25,000 60,820 CHF 61,070 CHF 99.36% 99.36%
19/11/2024 0.43% 2.39 CHF 2.40 CHF 25,000 25,000 25,000 25,000 58,562 CHF 58,812 CHF 99.26% 99.26%
18/11/2024 0.40% 2.43 CHF 2.44 CHF 25,000 25,000 25,000 25,000 62,508 CHF 62,758 CHF 99.23% 99.23%
15/11/2024 0.40% 2.54 CHF 2.55 CHF 25,000 25,000 25,000 25,000 62,628 CHF 62,878 CHF 99.37% 99.37%
14/11/2024 0.41% 2.48 CHF 2.49 CHF 25,000 25,000 25,000 25,000 61,340 CHF 61,590 CHF 99.35% 99.35%
13/11/2024 0.42% 2.43 CHF 2.44 CHF 25,000 25,000 25,156 25,156 59,160 CHF 59,411 CHF 99.36% 99.36%
12/11/2024 0.51% 1.80 CHF 1.81 CHF 50,000 50,000 44,958 44,958 86,972 CHF 87,421 CHF 99.06% 99.06%
11/11/2024 0.51% 1.96 CHF 1.97 CHF 50,000 50,000 50,000 50,000 97,342 CHF 97,842 CHF 99.29% 99.29%
08/11/2024 0.56% 1.84 CHF 1.85 CHF 50,000 50,000 50,000 50,000 89,555 CHF 90,055 CHF 99.39% 99.39%
07/11/2024 0.58% 1.78 CHF 1.79 CHF 50,000 50,000 50,000 50,000 86,515 CHF 87,015 CHF 99.26% 99.26%

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