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 0.63% 2.32 CHF 2.34 CHF 25,000 25,000 25,000 25,000 59,652 CHF 60,027 CHF 100.00% 100.00%
19/11/2024 0.66% 2.36 CHF 2.37 CHF 25,000 25,000 25,000 25,000 58,319 CHF 58,703 CHF 100.00% 100.00%
18/11/2024 0.63% 2.41 CHF 2.42 CHF 25,000 25,000 25,000 25,000 61,183 CHF 61,572 CHF 93.88% 93.88%
15/11/2024 0.62% 2.52 CHF 2.54 CHF 25,000 25,000 25,000 25,000 62,429 CHF 62,815 CHF 100.00% 100.00%
14/11/2024 0.69% 2.33 CHF 2.35 CHF 25,000 25,000 25,000 25,000 58,813 CHF 59,218 CHF 99.22% 99.22%
13/11/2024 0.69% 2.30 CHF 2.31 CHF 25,000 25,000 24,942 24,942 57,317 CHF 57,710 CHF 99.36% 99.36%
12/11/2024 0.63% 2.31 CHF 2.32 CHF 25,000 25,000 25,000 25,000 61,555 CHF 61,942 CHF 100.00% 100.00%
11/11/2024 0.58% 2.57 CHF 2.59 CHF 25,000 25,000 25,000 25,000 64,080 CHF 64,450 CHF 100.00% 100.00%
08/11/2024 1.05% 2.45 CHF 2.48 CHF 12,500 12,500 12,500 12,500 30,289 CHF 30,607 CHF 86.95% 86.95%
07/11/2024 0.68% 2.35 CHF 2.36 CHF 25,000 25,000 24,739 24,739 57,176 CHF 57,558 CHF 98.73% 98.73%

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