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 5.33% 2.76 CHF 2.86 CHF 20,000 20,000 20,000 7,474 64,274 CHF 23,733 CHF 99.64% 99.64%
19/11/2024 3.17% 3.14 CHF 3.19 CHF 30,000 30,000 22,172 11,213 62,410 CHF 33,271 CHF 99.66% 99.66%
18/11/2024 3.31% 2.85 CHF 2.90 CHF 30,000 30,000 22,175 11,219 59,102 CHF 31,017 CHF 99.58% 99.58%
15/11/2024 2.99% 2.40 CHF 2.45 CHF 30,000 20,000 20,447 7,476 59,311 CHF 21,405 CHF 99.66% 99.66%
14/11/2024 4.63% 3.16 CHF 3.26 CHF 20,000 20,000 20,000 7,477 74,451 CHF 27,652 CHF 99.66% 99.66%
13/11/2024 4.06% 3.94 CHF 4.04 CHF 20,000 20,000 20,000 7,549 85,157 CHF 32,237 CHF 97.59% 97.59%
12/11/2024 4.25% 4.10 CHF 4.20 CHF 20,000 20,000 20,000 7,475 82,321 CHF 32,254 CHF 99.66% 99.66%
11/11/2024 4.51% 4.08 CHF 4.18 CHF 20,000 20,000 20,000 7,476 77,706 CHF 30,781 CHF 99.65% 99.65%
08/11/2024 4.22% 3.86 CHF 3.96 CHF 20,000 20,000 20,000 7,475 82,326 CHF 31,189 CHF 99.66% 99.66%
07/11/2024 4.66% 4.04 CHF 4.14 CHF 20,000 20,000 20,000 7,475 75,121 CHF 29,646 CHF 99.65% 99.65%

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