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 1.28% 0.83 CHF 0.84 CHF 20,000 20,000 19,812 19,812 15,609 CHF 15,808 CHF 100.00% 100.00%
19/11/2024 1.06% 0.91 CHF 0.92 CHF 20,000 20,000 19,809 19,809 18,737 CHF 18,936 CHF 98.77% 98.77%
18/11/2024 1.30% 0.83 CHF 0.84 CHF 20,000 20,000 19,812 19,812 15,297 CHF 15,496 CHF 100.00% 100.00%
15/11/2024 1.32% 0.73 CHF 0.74 CHF 20,000 20,000 20,000 20,000 15,064 CHF 15,264 CHF 71.62% 71.62%
14/11/2024 1.32% 0.75 CHF 0.76 CHF 20,000 20,000 19,812 19,812 15,068 CHF 15,266 CHF 100.00% 100.00%
13/11/2024 1.26% 0.77 CHF 0.78 CHF 20,000 20,000 19,811 19,811 15,738 CHF 15,936 CHF 99.27% 99.27%
12/11/2024 1.41% 0.76 CHF 0.77 CHF 20,000 20,000 19,812 19,812 14,154 CHF 14,352 CHF 100.00% 100.00%
11/11/2024 1.67% 0.60 CHF 0.61 CHF 20,000 20,000 19,679 19,679 11,783 CHF 11,980 CHF 100.00% 100.00%
08/11/2024 1.60% 0.61 CHF 0.62 CHF 20,000 20,000 19,813 19,813 12,422 CHF 12,621 CHF 100.00% 100.00%
07/11/2024 1.82% 0.56 CHF 0.57 CHF 20,000 20,000 19,813 19,813 10,917 CHF 11,116 CHF 100.00% 100.00%

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