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
22/11/2024 0.78% 2.23 CHF 2.25 CHF 30,000 25,000 30,000 25,000 66,140 CHF 55,549 CHF 100.00% 100.00%
20/11/2024 0.69% 2.14 CHF 2.15 CHF 30,000 25,000 30,000 25,000 65,908 CHF 55,305 CHF 100.00% 100.00%
19/11/2024 0.77% 2.17 CHF 2.18 CHF 30,000 25,000 30,000 25,000 64,283 CHF 53,984 CHF 100.00% 100.00%
18/11/2024 0.69% 2.22 CHF 2.24 CHF 30,000 25,000 30,000 25,000 67,777 CHF 56,870 CHF 93.88% 93.88%
15/11/2024 0.67% 2.33 CHF 2.35 CHF 30,000 25,000 30,000 25,000 69,241 CHF 58,090 CHF 100.00% 100.00%
14/11/2024 0.69% 2.14 CHF 2.16 CHF 30,000 25,000 30,000 25,000 64,913 CHF 54,468 CHF 99.22% 99.22%
13/11/2024 0.80% 2.11 CHF 2.13 CHF 30,000 25,000 30,000 24,942 63,238 CHF 52,999 CHF 99.36% 99.36%
12/11/2024 0.73% 2.12 CHF 2.14 CHF 30,000 25,000 30,000 25,000 68,205 CHF 57,253 CHF 100.00% 100.00%
11/11/2024 0.61% 2.38 CHF 2.40 CHF 30,000 25,000 30,000 25,000 71,254 CHF 59,743 CHF 100.00% 100.00%
08/11/2024 1.11% 2.26 CHF 2.29 CHF 12,500 12,500 12,500 12,500 27,937 CHF 28,249 CHF 86.95% 86.95%

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