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 1.41% 0.80 CHF 0.81 CHF 70,000 50,000 70,000 50,000 53,608 CHF 38,836 CHF 100.00% 100.00%
19/11/2024 1.34% 0.79 CHF 0.81 CHF 70,000 50,000 70,000 50,000 56,321 CHF 40,770 CHF 100.00% 100.00%
18/11/2024 1.33% 0.76 CHF 0.77 CHF 70,000 50,000 70,000 50,000 54,204 CHF 39,235 CHF 100.00% 100.00%
15/11/2024 1.39% 0.83 CHF 0.84 CHF 70,000 50,000 69,465 50,000 54,920 CHF 40,102 CHF 100.00% 100.00%
14/11/2024 1.45% 0.75 CHF 0.76 CHF 70,000 50,000 70,000 50,000 52,955 CHF 38,376 CHF 99.52% 99.52%
13/11/2024 1.49% 0.78 CHF 0.79 CHF 70,000 50,000 70,000 49,700 53,660 CHF 38,666 CHF 98.35% 98.35%
12/11/2024 1.70% 0.73 CHF 0.74 CHF 70,000 50,000 77,517 50,000 54,932 CHF 36,076 CHF 99.93% 99.93%
11/11/2024 1.61% 0.66 CHF 0.67 CHF 80,000 50,000 80,000 50,000 52,924 CHF 33,615 CHF 100.00% 100.00%
08/11/2024 1.57% 0.72 CHF 0.73 CHF 70,000 50,000 72,783 50,000 52,434 CHF 36,619 CHF 100.00% 100.00%
07/11/2024 1.58% 0.75 CHF 0.76 CHF 70,000 50,000 74,338 48,695 53,213 CHF 35,427 CHF 98.50% 98.50%

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