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 0.60% 2.74 CHF 2.75 CHF 25,000 25,000 25,000 25,000 69,924 CHF 70,344 CHF 100.00% 100.00%
19/11/2024 0.56% 2.77 CHF 2.78 CHF 25,000 25,000 25,000 25,000 68,598 CHF 68,984 CHF 100.00% 100.00%
18/11/2024 0.55% 2.82 CHF 2.84 CHF 25,000 25,000 25,000 25,000 71,473 CHF 71,870 CHF 93.88% 93.88%
15/11/2024 0.53% 2.93 CHF 2.95 CHF 25,000 25,000 25,000 25,000 72,706 CHF 73,090 CHF 100.00% 100.00%
14/11/2024 0.60% 2.74 CHF 2.76 CHF 25,000 25,000 25,000 25,000 69,094 CHF 69,512 CHF 99.22% 99.22%
13/11/2024 0.55% 2.71 CHF 2.73 CHF 25,000 25,000 24,942 24,942 67,593 CHF 67,964 CHF 99.36% 99.36%
12/11/2024 0.57% 2.72 CHF 2.74 CHF 25,000 25,000 25,000 25,000 71,820 CHF 72,230 CHF 100.00% 100.00%
11/11/2024 0.47% 2.98 CHF 3.00 CHF 25,000 25,000 25,000 25,000 74,371 CHF 74,722 CHF 100.00% 100.00%
08/11/2024 0.91% 2.86 CHF 2.89 CHF 12,500 12,500 12,500 12,500 35,422 CHF 35,747 CHF 86.95% 86.95%
07/11/2024 0.57% 2.76 CHF 2.78 CHF 25,000 25,000 24,739 24,739 67,352 CHF 67,734 CHF 98.73% 98.73%

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