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 1.34% 1.48 CHF 1.50 CHF 17,000 17,000 16,840 16,840 25,280 CHF 25,618 CHF 100.00% 100.00%
19/11/2024 1.26% 1.59 CHF 1.61 CHF 15,000 15,000 14,859 14,859 23,668 CHF 23,966 CHF 100.00% 100.00%
18/11/2024 1.05% 1.84 CHF 1.86 CHF 15,000 15,000 14,859 14,859 28,489 CHF 28,787 CHF 100.00% 100.00%
15/11/2024 1.09% 1.89 CHF 1.91 CHF 16,500 16,500 16,500 16,500 30,013 CHF 30,343 CHF 71.43% 71.43%
14/11/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
13/11/2024 1.41% 1.47 CHF 1.49 CHF 19,000 19,000 18,820 18,820 26,713 CHF 27,090 CHF 99.64% 99.64%
12/11/2024 1.42% 1.33 CHF 1.35 CHF 16,000 16,000 15,850 15,850 22,409 CHF 22,727 CHF 100.00% 100.00%
11/11/2024 1.17% 1.73 CHF 1.75 CHF 16,500 16,500 16,345 16,345 28,045 CHF 28,372 CHF 100.00% 100.00%
08/11/2024 2.10% 1.60 CHF 1.64 CHF 9,500 9,500 9,411 9,411 17,989 CHF 18,366 CHF 100.00% 100.00%
07/11/2024 0.99% 3.13 CHF 3.16 CHF 10,000 10,000 9,906 9,906 30,363 CHF 30,661 CHF 100.00% 100.00%

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