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 1.07% 4.40 CHF 4.45 CHF 20,000 10,000 20,000 10,000 93,312 CHF 47,156 CHF 99.49% 99.49%
19/11/2024 1.20% 4.21 CHF 4.26 CHF 20,000 10,000 19,754 10,000 81,898 CHF 42,069 CHF 97.55% 97.55%
18/11/2024 1.00% 5.05 CHF 5.10 CHF 10,000 10,000 16,463 10,000 81,193 CHF 50,068 CHF 99.40% 99.40%
15/11/2024 1.05% 4.79 CHF 4.84 CHF 20,000 10,000 20,000 10,000 94,985 CHF 47,993 CHF 98.86% 98.86%
14/11/2024 0.69% 4.61 CHF 4.64 CHF 20,000 10,000 20,000 10,000 87,058 CHF 43,829 CHF 99.50% 99.50%
13/11/2024 1.20% 3.61 CHF 3.66 CHF 20,000 10,000 20,000 10,000 83,295 CHF 42,148 CHF 95.89% 95.89%
12/11/2024 1.04% 4.21 CHF 4.26 CHF 20,000 10,000 18,743 10,000 89,244 CHF 48,298 CHF 99.57% 99.57%
11/11/2024 1.04% 5.25 CHF 5.30 CHF 10,000 10,000 18,622 10,000 88,444 CHF 48,265 CHF 94.73% 94.73%
08/11/2024 1.19% 3.93 CHF 3.98 CHF 20,000 10,000 20,000 10,000 83,607 CHF 42,303 CHF 91.96% 91.96%
07/11/2024 0.86% 5.39 CHF 5.44 CHF 10,000 10,000 10,000 10,000 57,701 CHF 58,201 CHF 99.54% 99.54%

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