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 1.34% 0.72 CHF 0.73 CHF 20,000 20,000 20,000 20,000 14,808 CHF 15,008 CHF 99.97% 99.97%
19/11/2024 1.38% 0.72 CHF 0.73 CHF 20,000 20,000 20,000 20,000 14,394 CHF 14,594 CHF 99.80% 99.80%
18/11/2024 1.34% 0.74 CHF 0.75 CHF 20,000 20,000 20,000 20,000 14,780 CHF 14,980 CHF 99.95% 99.95%
15/11/2024 1.32% 0.75 CHF 0.76 CHF 20,000 20,000 20,000 20,000 15,072 CHF 15,272 CHF 100.00% 100.00%
14/11/2024 1.31% 0.75 CHF 0.76 CHF 20,000 20,000 20,000 20,000 15,223 CHF 15,423 CHF 99.67% 99.67%
13/11/2024 1.32% 0.75 CHF 0.76 CHF 20,000 20,000 20,000 20,000 14,998 CHF 15,198 CHF 99.95% 99.95%
12/11/2024 1.27% 0.76 CHF 0.77 CHF 20,000 20,000 20,000 20,000 15,664 CHF 15,864 CHF 99.81% 99.81%
11/11/2024 1.24% 0.80 CHF 0.81 CHF 20,000 20,000 20,000 20,000 16,050 CHF 16,250 CHF 99.81% 99.81%
08/11/2024 1.30% 0.77 CHF 0.78 CHF 20,000 20,000 20,000 20,000 15,277 CHF 15,477 CHF 99.88% 99.88%
07/11/2024 1.29% 0.77 CHF 0.78 CHF 20,000 20,000 20,000 20,000 15,396 CHF 15,596 CHF 99.89% 99.89%

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