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
25/11/2024 0.25% 0.86 CHF 0.87 CHF 25,000 25,000 25,000 25,000 20,018 CHF 20,068 CHF 94.85% 94.85%
22/11/2024 0.26% 0.77 CHF 0.77 CHF 25,000 25,000 25,000 25,000 19,423 CHF 19,473 CHF 71.91% 71.91%
20/11/2024 0.23% 0.89 CHF 0.90 CHF 25,000 25,000 25,000 25,000 21,780 CHF 21,830 CHF 99.99% 99.99%
19/11/2024 0.23% 0.87 CHF 0.87 CHF 25,000 25,000 25,000 25,000 21,425 CHF 21,475 CHF 100.00% 100.00%
18/11/2024 0.23% 0.83 CHF 0.83 CHF 25,000 25,000 25,000 25,000 21,806 CHF 21,856 CHF 99.77% 99.77%
15/11/2024 0.23% 0.87 CHF 0.87 CHF 25,000 25,000 25,000 25,000 22,172 CHF 22,222 CHF 100.00% 100.00%
14/11/2024 0.21% 0.91 CHF 0.91 CHF 50,000 50,000 50,000 50,000 46,480 CHF 46,580 CHF 95.92% 95.92%
13/11/2024 0.19% 1.01 CHF 1.02 CHF 50,000 50,000 50,000 50,000 51,385 CHF 51,485 CHF 97.72% 97.72%
12/11/2024 0.21% 1.03 CHF 1.04 CHF 25,000 25,000 25,000 25,000 24,131 CHF 24,181 CHF 98.70% 98.70%
11/11/2024 0.22% 0.93 CHF 0.93 CHF 25,000 25,000 25,000 25,000 22,411 CHF 22,461 CHF 95.92% 95.92%

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