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 2.79% 0.37 CHF 0.38 CHF 20,000 20,000 20,000 20,000 7,083 CHF 7,283 CHF 99.97% 99.97%
19/11/2024 2.63% 0.37 CHF 0.38 CHF 20,000 20,000 20,000 20,000 7,506 CHF 7,706 CHF 99.78% 99.78%
18/11/2024 2.76% 0.36 CHF 0.37 CHF 20,000 20,000 20,000 20,000 7,151 CHF 7,351 CHF 99.95% 99.95%
15/11/2024 2.89% 0.34 CHF 0.35 CHF 20,000 20,000 20,000 20,000 6,826 CHF 7,026 CHF 100.00% 100.00%
14/11/2024 2.94% 0.34 CHF 0.35 CHF 20,000 20,000 20,000 20,000 6,711 CHF 6,911 CHF 99.66% 99.66%
13/11/2024 2.83% 0.35 CHF 0.36 CHF 20,000 20,000 20,000 20,000 6,973 CHF 7,173 CHF 99.95% 99.95%
12/11/2024 3.11% 0.33 CHF 0.34 CHF 20,000 20,000 20,000 20,000 6,327 CHF 6,527 CHF 99.81% 99.81%
11/11/2024 3.34% 0.29 CHF 0.30 CHF 20,000 20,000 20,000 20,000 5,888 CHF 6,088 CHF 99.81% 99.81%
08/11/2024 2.93% 0.33 CHF 0.34 CHF 20,000 20,000 20,000 20,000 6,723 CHF 6,923 CHF 99.82% 99.82%
07/11/2024 2.98% 0.33 CHF 0.34 CHF 20,000 20,000 20,000 20,000 6,604 CHF 6,804 CHF 99.89% 99.89%

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