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 1.33% 0.72 CHF 0.73 CHF 70,000 50,000 70,685 50,000 52,958 CHF 37,980 CHF 99.00% 99.00%
19/11/2024 1.35% 0.73 CHF 0.74 CHF 70,000 50,000 70,366 50,000 51,967 CHF 37,434 CHF 100.00% 100.00%
18/11/2024 1.45% 0.79 CHF 0.80 CHF 70,000 50,000 70,000 50,000 56,043 CHF 40,614 CHF 100.00% 100.00%
15/11/2024 1.40% 0.84 CHF 0.85 CHF 60,000 50,000 65,402 50,000 54,439 CHF 42,237 CHF 100.00% 100.00%
14/11/2024 1.34% 0.83 CHF 0.85 CHF 70,000 50,000 63,588 50,000 53,141 CHF 42,392 CHF 99.22% 99.22%
13/11/2024 1.26% 0.79 CHF 0.80 CHF 70,000 50,000 68,877 49,710 55,317 CHF 40,462 CHF 99.36% 99.36%
12/11/2024 1.52% 0.83 CHF 0.84 CHF 70,000 50,000 60,447 50,000 53,638 CHF 45,071 CHF 100.00% 100.00%
11/11/2024 1.33% 0.95 CHF 0.96 CHF 60,000 50,000 60,000 50,000 56,861 CHF 48,018 CHF 100.00% 100.00%
08/11/2024 1.61% 0.89 CHF 0.90 CHF 60,000 50,000 60,000 50,000 52,842 CHF 44,747 CHF 100.00% 100.00%
07/11/2024 1.43% 0.91 CHF 0.93 CHF 60,000 50,000 61,971 48,696 53,069 CHF 42,411 CHF 98.73% 98.73%

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