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 1.66% 0.88 CHF 0.90 CHF 25,000 25,000 25,000 25,000 22,522 CHF 22,899 CHF 100.00% 100.00%
19/11/2024 2.13% 0.95 CHF 0.96 CHF 25,000 25,000 23,353 23,353 19,676 CHF 20,071 CHF 94.92% 94.92%
18/11/2024 2.16% 0.66 CHF 0.67 CHF 25,000 25,000 25,000 25,000 17,010 CHF 17,381 CHF 100.00% 100.00%
15/11/2024 2.46% 0.67 CHF 0.69 CHF 25,000 25,000 25,000 25,000 16,537 CHF 16,948 CHF 100.00% 100.00%
14/11/2024 2.60% 0.59 CHF 0.61 CHF 25,000 25,000 25,000 25,000 15,291 CHF 15,693 CHF 99.44% 99.44%
13/11/2024 2.34% 0.63 CHF 0.65 CHF 25,000 25,000 24,964 24,964 16,745 CHF 17,139 CHF 98.88% 98.88%
12/11/2024 3.13% 0.55 CHF 0.57 CHF 25,000 25,000 25,000 25,000 12,627 CHF 13,028 CHF 100.00% 100.00%
11/11/2024 3.66% 0.46 CHF 0.47 CHF 25,000 25,000 25,000 25,000 10,210 CHF 10,590 CHF 100.00% 100.00%
08/11/2024 3.14% 0.49 CHF 0.50 CHF 25,000 25,000 25,000 25,000 12,675 CHF 13,079 CHF 100.00% 100.00%
07/11/2024 3.51% 0.53 CHF 0.55 CHF 25,000 25,000 24,741 24,741 11,756 CHF 12,173 CHF 99.06% 99.06%

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