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 1.56% 0.64 CHF 0.65 CHF 80,000 50,000 80,068 50,000 51,093 CHF 32,407 CHF 100.00% 100.00%
22/11/2024 1.52% 0.65 CHF 0.66 CHF 80,000 50,000 80,000 50,000 52,123 CHF 33,077 CHF 100.00% 100.00%
20/11/2024 1.43% 0.72 CHF 0.73 CHF 70,000 50,000 77,742 50,000 54,013 CHF 35,274 CHF 100.00% 100.00%
19/11/2024 1.42% 0.70 CHF 0.71 CHF 80,000 50,000 79,812 50,000 55,669 CHF 35,378 CHF 99.40% 99.40%
18/11/2024 1.40% 0.68 CHF 0.69 CHF 80,000 50,000 76,902 50,000 54,482 CHF 35,952 CHF 100.00% 100.00%
15/11/2024 1.34% 0.74 CHF 0.75 CHF 70,000 50,000 70,000 50,000 51,881 CHF 37,558 CHF 100.00% 100.00%
14/11/2024 1.37% 0.73 CHF 0.74 CHF 70,000 50,000 70,000 50,000 50,922 CHF 36,873 CHF 99.52% 99.52%
13/11/2024 1.39% 0.74 CHF 0.75 CHF 70,000 50,000 71,663 49,704 52,351 CHF 36,840 CHF 99.32% 99.32%
12/11/2024 1.48% 0.69 CHF 0.70 CHF 80,000 50,000 80,000 50,000 53,633 CHF 34,021 CHF 100.00% 100.00%
11/11/2024 1.53% 0.65 CHF 0.66 CHF 80,000 50,000 80,000 50,000 52,027 CHF 33,017 CHF 100.00% 100.00%

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