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 0.68% 2.14 CHF 2.15 CHF 25,000 25,000 25,000 25,000 55,025 CHF 55,398 CHF 100.00% 100.00%
19/11/2024 0.70% 2.17 CHF 2.18 CHF 25,000 25,000 25,000 25,000 53,663 CHF 54,040 CHF 100.00% 100.00%
18/11/2024 0.67% 2.22 CHF 2.24 CHF 25,000 25,000 25,000 25,000 56,554 CHF 56,933 CHF 93.88% 93.88%
15/11/2024 0.72% 2.33 CHF 2.35 CHF 25,000 25,000 25,000 25,000 57,762 CHF 58,179 CHF 100.00% 100.00%
14/11/2024 0.73% 2.15 CHF 2.16 CHF 25,000 25,000 25,000 25,000 54,168 CHF 54,563 CHF 99.22% 99.22%
13/11/2024 0.69% 2.11 CHF 2.13 CHF 25,000 25,000 24,942 24,942 52,694 CHF 53,057 CHF 99.36% 99.36%
12/11/2024 0.69% 2.12 CHF 2.14 CHF 25,000 25,000 25,000 25,000 56,914 CHF 57,305 CHF 100.00% 100.00%
11/11/2024 0.66% 2.39 CHF 2.40 CHF 25,000 25,000 25,000 25,000 59,434 CHF 59,830 CHF 100.00% 100.00%
08/11/2024 1.11% 2.27 CHF 2.29 CHF 12,500 12,500 12,500 12,500 27,975 CHF 28,289 CHF 86.95% 86.95%
07/11/2024 0.82% 2.16 CHF 2.18 CHF 25,000 25,000 24,739 24,739 52,562 CHF 52,986 CHF 98.73% 98.73%

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