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 0.65% 2.33 CHF 2.34 CHF 30,000 25,000 30,000 25,000 68,981 CHF 57,857 CHF 100.00% 100.00%
20/11/2024 0.69% 2.23 CHF 2.25 CHF 30,000 25,000 30,000 25,000 68,733 CHF 57,673 CHF 100.00% 100.00%
19/11/2024 0.65% 2.26 CHF 2.28 CHF 30,000 25,000 30,000 25,000 67,143 CHF 56,319 CHF 100.00% 100.00%
18/11/2024 0.70% 2.31 CHF 2.33 CHF 30,000 25,000 30,000 25,000 70,572 CHF 59,223 CHF 93.88% 93.88%
15/11/2024 0.62% 2.43 CHF 2.44 CHF 30,000 25,000 30,000 25,000 72,078 CHF 60,440 CHF 100.00% 100.00%
14/11/2024 0.75% 2.24 CHF 2.25 CHF 30,000 25,000 30,000 25,000 67,701 CHF 56,844 CHF 99.22% 99.22%
13/11/2024 0.66% 2.20 CHF 2.22 CHF 30,000 25,000 30,000 24,942 66,106 CHF 55,328 CHF 99.36% 99.36%
12/11/2024 0.68% 2.21 CHF 2.23 CHF 30,000 25,000 30,000 25,000 71,017 CHF 59,584 CHF 100.00% 100.00%
11/11/2024 0.69% 2.48 CHF 2.49 CHF 30,000 25,000 29,433 25,000 72,614 CHF 62,121 CHF 100.00% 100.00%
08/11/2024 1.08% 2.36 CHF 2.38 CHF 12,500 12,500 12,500 12,500 29,107 CHF 29,422 CHF 86.95% 86.95%

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