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 0.88% 2.43 CHF 2.52 CHF 30,000 10,000 20,000 10,000 50,544 CHF 25,494 CHF 14.13% 100.00%
19/11/2024 0.92% 2.43 CHF 2.45 CHF 30,000 10,000 30,000 10,000 71,503 CHF 24,054 CHF 100.00% 100.00%
18/11/2024 1.00% 2.41 CHF 2.44 CHF 30,000 10,000 29,295 8,897 71,384 CHF 21,854 CHF 100.00% 100.00%
15/11/2024 1.00% 2.47 CHF 2.50 CHF 30,000 10,000 16,904 8,177 42,385 CHF 20,686 CHF 100.00% 100.00%
14/11/2024 0.89% 2.44 CHF 2.47 CHF 30,000 10,000 30,000 10,000 73,638 CHF 24,765 CHF 99.44% 99.44%
13/11/2024 0.91% 2.52 CHF 2.55 CHF 20,000 10,000 27,723 9,937 67,394 CHF 24,431 CHF 98.88% 98.88%
12/11/2024 0.91% 2.44 CHF 2.46 CHF 30,000 10,000 25,204 10,000 62,511 CHF 25,069 CHF 100.00% 100.00%
11/11/2024 0.82% 2.57 CHF 2.59 CHF 20,000 10,000 20,000 10,000 52,178 CHF 26,305 CHF 100.00% 100.00%
08/11/2024 0.87% 2.52 CHF 2.54 CHF 20,000 10,000 20,021 10,000 50,516 CHF 25,452 CHF 100.00% 100.00%
07/11/2024 0.89% 2.45 CHF 2.47 CHF 30,000 10,000 25,773 9,740 63,986 CHF 24,473 CHF 99.06% 99.06%

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