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 0.67% 2.05 CHF 2.07 CHF 30,000 25,000 30,000 25,000 63,443 CHF 53,225 CHF 100.00% 100.00%
19/11/2024 0.76% 2.08 CHF 2.10 CHF 30,000 25,000 30,000 25,000 61,822 CHF 51,913 CHF 100.00% 100.00%
18/11/2024 0.74% 2.14 CHF 2.15 CHF 30,000 25,000 30,000 25,000 65,277 CHF 54,804 CHF 93.88% 93.88%
15/11/2024 0.67% 2.25 CHF 2.26 CHF 30,000 25,000 30,000 25,000 66,768 CHF 56,012 CHF 100.00% 100.00%
14/11/2024 0.72% 2.06 CHF 2.08 CHF 30,000 25,000 30,000 25,000 62,453 CHF 52,418 CHF 99.22% 99.22%
13/11/2024 0.78% 2.03 CHF 2.04 CHF 30,000 25,000 30,000 24,942 60,805 CHF 50,951 CHF 99.36% 99.36%
12/11/2024 0.71% 2.04 CHF 2.05 CHF 30,000 25,000 30,000 25,000 65,726 CHF 55,164 CHF 100.00% 100.00%
11/11/2024 0.69% 2.30 CHF 2.32 CHF 30,000 25,000 30,000 25,000 68,743 CHF 57,684 CHF 100.00% 100.00%
08/11/2024 1.19% 2.18 CHF 2.21 CHF 12,500 12,500 12,500 12,500 26,904 CHF 27,225 CHF 86.95% 86.95%
07/11/2024 0.77% 2.08 CHF 2.09 CHF 30,000 25,000 30,000 24,739 61,148 CHF 50,849 CHF 98.73% 98.73%

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