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 0.58% 2.54 CHF 2.55 CHF 25,000 25,000 25,000 25,000 64,924 CHF 65,305 CHF 100.00% 100.00%
19/11/2024 0.61% 2.57 CHF 2.58 CHF 25,000 25,000 25,021 25,000 63,650 CHF 63,984 CHF 100.00% 100.00%
18/11/2024 0.58% 2.62 CHF 2.64 CHF 25,000 25,000 25,000 25,000 66,481 CHF 66,870 CHF 93.88% 93.88%
15/11/2024 0.57% 2.73 CHF 2.75 CHF 25,000 25,000 25,000 25,000 67,701 CHF 68,090 CHF 100.00% 100.00%
14/11/2024 0.58% 2.54 CHF 2.56 CHF 25,000 25,000 25,000 25,000 64,094 CHF 64,468 CHF 99.22% 99.22%
13/11/2024 0.67% 2.51 CHF 2.53 CHF 25,000 25,000 26,619 24,942 66,722 CHF 62,976 CHF 99.36% 99.36%
12/11/2024 0.62% 2.52 CHF 2.54 CHF 25,000 25,000 25,000 25,000 66,834 CHF 67,253 CHF 100.00% 100.00%
11/11/2024 0.50% 2.78 CHF 2.80 CHF 25,000 25,000 25,000 25,000 69,371 CHF 69,722 CHF 100.00% 100.00%
08/11/2024 0.98% 2.66 CHF 2.69 CHF 12,500 12,500 12,500 12,500 32,922 CHF 33,247 CHF 86.95% 86.95%
07/11/2024 0.62% 2.56 CHF 2.57 CHF 25,000 25,000 26,316 24,739 66,194 CHF 62,754 CHF 98.73% 98.73%

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