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 0.78% 1.97 CHF 1.98 CHF 30,000 25,000 30,000 25,000 60,834 CHF 51,094 CHF 100.00% 100.00%
19/11/2024 0.78% 2.00 CHF 2.01 CHF 30,000 25,000 30,000 25,000 59,217 CHF 49,734 CHF 100.00% 100.00%
18/11/2024 0.74% 2.05 CHF 2.07 CHF 30,000 25,000 30,000 25,000 62,677 CHF 52,620 CHF 93.88% 93.88%
15/11/2024 0.74% 2.16 CHF 2.18 CHF 30,000 25,000 30,000 25,000 64,156 CHF 53,860 CHF 100.00% 100.00%
14/11/2024 0.80% 1.97 CHF 1.99 CHF 30,000 25,000 30,000 25,000 59,841 CHF 50,268 CHF 99.22% 99.22%
13/11/2024 0.80% 1.94 CHF 1.96 CHF 30,000 25,000 30,000 24,942 58,200 CHF 48,779 CHF 99.36% 99.36%
12/11/2024 0.81% 1.95 CHF 1.97 CHF 30,000 25,000 30,000 25,000 63,105 CHF 53,013 CHF 100.00% 100.00%
11/11/2024 0.69% 2.22 CHF 2.23 CHF 30,000 25,000 30,000 25,000 66,164 CHF 55,519 CHF 100.00% 100.00%
08/11/2024 1.25% 2.10 CHF 2.12 CHF 12,500 12,500 12,500 12,500 25,821 CHF 26,147 CHF 86.95% 86.95%
07/11/2024 0.82% 1.99 CHF 2.01 CHF 30,000 25,000 30,000 24,739 58,560 CHF 48,722 CHF 98.73% 98.73%

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