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 2.31% 0.41 CHF 0.42 CHF 70,000 70,000 70,000 70,000 29,938 CHF 30,638 CHF 99.49% 99.49%
19/11/2024 2.41% 0.42 CHF 0.43 CHF 70,000 70,000 70,658 70,658 28,972 CHF 29,679 CHF 100.00% 100.00%
18/11/2024 2.24% 0.45 CHF 0.46 CHF 70,000 70,000 70,000 70,000 30,919 CHF 31,619 CHF 99.90% 99.90%
15/11/2024 2.31% 0.42 CHF 0.43 CHF 70,000 70,000 70,000 70,000 30,029 CHF 30,729 CHF 100.00% 100.00%
14/11/2024 2.61% 0.40 CHF 0.41 CHF 70,000 70,000 73,271 73,271 27,697 CHF 28,430 CHF 98.66% 98.66%
13/11/2024 2.61% 0.35 CHF 0.36 CHF 75,000 75,000 72,830 72,830 27,523 CHF 28,251 CHF 100.00% 100.00%
12/11/2024 2.28% 0.41 CHF 0.42 CHF 70,000 70,000 70,000 70,000 30,389 CHF 31,089 CHF 99.88% 99.88%
11/11/2024 2.15% 0.46 CHF 0.47 CHF 70,000 70,000 70,000 70,000 32,139 CHF 32,839 CHF 100.00% 100.00%
08/11/2024 2.28% 0.43 CHF 0.44 CHF 70,000 70,000 70,000 70,000 30,362 CHF 31,062 CHF 99.04% 99.04%
07/11/2024 2.08% 0.45 CHF 0.46 CHF 70,000 70,000 70,000 70,000 33,307 CHF 34,007 CHF 100.00% 100.00%

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