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 0.59% 2.62 CHF 2.63 CHF 25,000 25,000 25,000 25,000 66,975 CHF 67,369 CHF 100.00% 100.00%
19/11/2024 0.62% 2.65 CHF 2.66 CHF 25,000 25,000 25,000 25,000 65,632 CHF 66,040 CHF 100.00% 100.00%
18/11/2024 0.58% 2.70 CHF 2.72 CHF 25,000 25,000 25,000 25,000 68,524 CHF 68,919 CHF 93.88% 93.88%
15/11/2024 0.57% 2.81 CHF 2.83 CHF 25,000 25,000 25,000 25,000 69,752 CHF 70,153 CHF 100.00% 100.00%
14/11/2024 0.62% 2.63 CHF 2.64 CHF 25,000 25,000 25,000 25,000 66,136 CHF 66,544 CHF 99.22% 99.22%
13/11/2024 0.61% 2.59 CHF 2.61 CHF 25,000 25,000 24,942 24,942 64,633 CHF 65,029 CHF 99.36% 99.36%
12/11/2024 0.62% 2.60 CHF 2.62 CHF 25,000 25,000 25,000 25,000 68,862 CHF 69,287 CHF 100.00% 100.00%
11/11/2024 0.56% 2.87 CHF 2.88 CHF 25,000 25,000 25,000 25,000 71,410 CHF 71,812 CHF 100.00% 100.00%
08/11/2024 0.97% 2.75 CHF 2.77 CHF 12,500 12,500 12,500 12,500 33,949 CHF 34,279 CHF 86.95% 86.95%
07/11/2024 0.65% 2.64 CHF 2.66 CHF 25,000 25,000 25,317 24,739 65,826 CHF 64,827 CHF 98.73% 98.73%

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