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 4.27% 0.22 CHF 0.23 CHF 25,000 25,000 25,000 25,000 5,762 CHF 6,012 CHF 99.96% 99.96%
19/11/2024 4.29% 0.24 CHF 0.25 CHF 25,000 25,000 25,000 25,000 5,711 CHF 5,961 CHF 99.85% 99.85%
18/11/2024 4.09% 0.23 CHF 0.24 CHF 25,000 25,000 25,000 25,000 5,999 CHF 6,249 CHF 99.89% 99.89%
15/11/2024 3.94% 0.27 CHF 0.28 CHF 25,000 25,000 25,000 25,000 6,230 CHF 6,480 CHF 100.00% 100.00%
14/11/2024 4.29% 0.24 CHF 0.25 CHF 25,000 25,000 25,000 25,000 5,717 CHF 5,967 CHF 99.65% 99.65%
13/11/2024 5.08% 0.20 CHF 0.21 CHF 25,000 25,000 25,000 25,000 4,807 CHF 5,057 CHF 99.93% 99.93%
12/11/2024 4.79% 0.19 CHF 0.20 CHF 25,000 25,000 25,000 25,000 5,103 CHF 5,353 CHF 99.77% 99.77%
11/11/2024 4.00% 0.23 CHF 0.24 CHF 25,000 25,000 25,000 25,000 6,133 CHF 6,383 CHF 99.82% 99.82%
08/11/2024 4.10% 0.25 CHF 0.26 CHF 25,000 25,000 25,000 25,000 5,976 CHF 6,226 CHF 99.81% 99.81%
07/11/2024 4.52% 0.22 CHF 0.23 CHF 25,000 25,000 25,000 25,000 5,409 CHF 5,659 CHF 99.90% 99.90%

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