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 0.66% 2.23 CHF 2.25 CHF 25,000 25,000 25,000 25,000 57,398 CHF 57,777 CHF 100.00% 100.00%
19/11/2024 0.73% 2.26 CHF 2.28 CHF 25,000 25,000 25,000 25,000 56,040 CHF 56,453 CHF 100.00% 100.00%
18/11/2024 0.66% 2.32 CHF 2.33 CHF 25,000 25,000 25,000 25,000 58,933 CHF 59,322 CHF 93.88% 93.88%
15/11/2024 0.63% 2.43 CHF 2.45 CHF 25,000 25,000 25,000 25,000 60,179 CHF 60,558 CHF 100.00% 100.00%
14/11/2024 0.63% 2.24 CHF 2.26 CHF 25,000 25,000 25,000 25,000 56,563 CHF 56,918 CHF 99.22% 99.22%
13/11/2024 0.72% 2.21 CHF 2.22 CHF 25,000 25,000 24,942 24,942 55,045 CHF 55,441 CHF 99.36% 99.36%
12/11/2024 0.69% 2.22 CHF 2.24 CHF 25,000 25,000 25,000 25,000 59,305 CHF 59,714 CHF 100.00% 100.00%
11/11/2024 0.60% 2.48 CHF 2.50 CHF 25,000 25,000 25,000 25,000 61,830 CHF 62,200 CHF 100.00% 100.00%
08/11/2024 1.11% 2.36 CHF 2.39 CHF 12,500 12,500 12,500 12,500 29,156 CHF 29,482 CHF 86.95% 86.95%
07/11/2024 0.71% 2.26 CHF 2.27 CHF 25,000 25,000 24,739 24,739 54,918 CHF 55,302 CHF 98.73% 98.73%

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