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
27/11/2024 1.71% 1.14 CHF 1.16 CHF 25,000 25,000 25,000 25,000 29,033 CHF 29,533 CHF 99.56% 99.56%
26/11/2024 1.74% 1.15 CHF 1.17 CHF 25,000 25,000 25,000 25,000 28,523 CHF 29,023 CHF 99.52% 99.52%
25/11/2024 1.80% 1.08 CHF 1.10 CHF 25,000 25,000 25,000 25,000 27,501 CHF 28,001 CHF 99.51% 99.51%
22/11/2024 1.74% 1.11 CHF 1.13 CHF 25,000 25,000 25,000 25,000 28,508 CHF 29,008 CHF 99.49% 99.49%
20/11/2024 1.80% 1.12 CHF 1.14 CHF 25,000 25,000 25,000 25,000 27,483 CHF 27,983 CHF 99.53% 99.53%
19/11/2024 1.85% 1.08 CHF 1.10 CHF 25,000 25,000 25,000 25,000 26,784 CHF 27,284 CHF 99.49% 99.49%
18/11/2024 1.89% 1.03 CHF 1.05 CHF 25,000 25,000 25,000 25,000 26,249 CHF 26,749 CHF 99.51% 99.51%
15/11/2024 1.97% 0.99 CHF 1.01 CHF 25,000 25,000 25,000 25,000 25,106 CHF 25,606 CHF 98.94% 98.94%
14/11/2024 1.83% 1.05 CHF 1.07 CHF 25,000 25,000 25,000 25,000 27,036 CHF 27,536 CHF 99.57% 99.57%
13/11/2024 1.95% 1.15 CHF 1.17 CHF 25,000 25,000 25,000 25,000 25,485 CHF 25,985 CHF 97.03% 97.03%

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