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 0.55% 2.51 CHF 2.53 CHF 25,000 25,000 25,000 25,000 64,344 CHF 64,701 CHF 100.00% 100.00%
19/11/2024 0.63% 2.54 CHF 2.56 CHF 25,000 25,000 25,000 25,000 62,984 CHF 63,381 CHF 100.00% 100.00%
18/11/2024 0.57% 2.60 CHF 2.61 CHF 25,000 25,000 25,000 25,000 65,859 CHF 66,233 CHF 93.88% 93.88%
15/11/2024 0.56% 2.71 CHF 2.72 CHF 25,000 25,000 25,000 25,000 67,090 CHF 67,463 CHF 100.00% 100.00%
14/11/2024 0.56% 2.52 CHF 2.53 CHF 25,000 25,000 25,000 25,000 63,512 CHF 63,868 CHF 99.22% 99.22%
13/11/2024 0.63% 2.49 CHF 2.50 CHF 25,000 25,000 24,942 24,942 61,972 CHF 62,361 CHF 99.36% 99.36%
12/11/2024 0.59% 2.50 CHF 2.51 CHF 25,000 25,000 25,000 25,000 66,214 CHF 66,606 CHF 100.00% 100.00%
11/11/2024 0.60% 2.76 CHF 2.78 CHF 25,000 25,000 25,000 25,000 68,722 CHF 69,137 CHF 100.00% 100.00%
08/11/2024 0.98% 2.64 CHF 2.67 CHF 12,500 12,500 12,500 12,500 32,624 CHF 32,943 CHF 86.95% 86.95%
07/11/2024 0.64% 2.54 CHF 2.55 CHF 25,000 25,000 24,739 24,739 61,782 CHF 62,174 CHF 98.73% 98.73%

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