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
25/11/2024 0.67% 1.51 CHF 1.52 CHF 25,000 25,000 25,000 25,000 37,192 CHF 37,442 CHF 98.54% 98.54%
22/11/2024 0.67% 1.48 CHF 1.49 CHF 25,000 25,000 25,000 25,000 37,412 CHF 37,662 CHF 100.00% 100.00%
20/11/2024 0.66% 1.55 CHF 1.56 CHF 25,000 25,000 25,000 25,000 37,939 CHF 38,189 CHF 100.00% 100.00%
19/11/2024 0.65% 1.52 CHF 1.53 CHF 25,000 25,000 25,000 25,000 38,138 CHF 38,388 CHF 99.86% 99.86%
18/11/2024 0.67% 1.47 CHF 1.48 CHF 25,000 25,000 25,000 25,000 37,174 CHF 37,424 CHF 99.91% 99.91%
15/11/2024 0.70% 1.45 CHF 1.46 CHF 25,000 25,000 25,000 25,000 35,760 CHF 36,010 CHF 100.00% 100.00%
14/11/2024 0.70% 1.40 CHF 1.41 CHF 25,000 25,000 25,000 25,000 35,606 CHF 35,856 CHF 100.00% 100.00%
13/11/2024 0.71% 1.45 CHF 1.46 CHF 25,000 25,000 25,000 25,000 35,309 CHF 35,559 CHF 100.00% 100.00%
12/11/2024 0.72% 1.49 CHF 1.50 CHF 25,000 25,000 25,000 25,000 34,807 CHF 35,057 CHF 99.71% 99.71%
11/11/2024 0.75% 1.35 CHF 1.36 CHF 25,000 25,000 25,000 25,000 33,389 CHF 33,639 CHF 99.91% 99.91%

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