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 1.00% 0.96 CHF 0.97 CHF 20,000 20,000 19,811 19,811 19,964 CHF 20,162 CHF 100.00% 100.00%
19/11/2024 1.18% 0.88 CHF 0.89 CHF 20,000 20,000 19,809 19,809 16,873 CHF 17,071 CHF 98.76% 98.76%
18/11/2024 0.98% 0.97 CHF 0.98 CHF 20,000 20,000 19,812 19,812 20,363 CHF 20,561 CHF 100.00% 100.00%
15/11/2024 0.95% 1.08 CHF 1.09 CHF 20,000 20,000 20,000 20,000 20,988 CHF 21,188 CHF 70.18% 70.18%
14/11/2024 0.96% 1.06 CHF 1.07 CHF 20,000 20,000 19,811 19,811 20,680 CHF 20,879 CHF 100.00% 100.00%
13/11/2024 0.99% 1.04 CHF 1.05 CHF 20,000 20,000 19,811 19,811 20,038 CHF 20,236 CHF 99.26% 99.26%
12/11/2024 0.92% 1.05 CHF 1.06 CHF 20,000 20,000 19,812 19,812 21,662 CHF 21,860 CHF 100.00% 100.00%
11/11/2024 0.83% 1.20 CHF 1.21 CHF 20,000 20,000 19,650 19,650 23,767 CHF 23,964 CHF 100.00% 100.00%
08/11/2024 0.85% 1.20 CHF 1.21 CHF 20,000 20,000 19,812 19,812 23,477 CHF 23,676 CHF 100.00% 100.00%
07/11/2024 0.80% 1.25 CHF 1.26 CHF 20,000 20,000 19,813 19,813 24,992 CHF 25,191 CHF 100.00% 100.00%

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