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 1.15% 0.87 CHF 0.88 CHF 60,000 50,000 60,000 50,000 51,915 CHF 43,763 CHF 100.00% 100.00%
19/11/2024 1.11% 0.88 CHF 0.89 CHF 60,000 50,000 60,000 50,000 53,672 CHF 45,226 CHF 100.00% 100.00%
18/11/2024 1.12% 0.88 CHF 0.89 CHF 60,000 50,000 60,000 50,000 53,127 CHF 44,773 CHF 100.00% 100.00%
15/11/2024 1.12% 0.87 CHF 0.88 CHF 60,000 50,000 60,000 50,000 53,101 CHF 44,751 CHF 100.00% 100.00%
14/11/2024 1.08% 0.90 CHF 0.91 CHF 60,000 50,000 60,000 50,000 55,446 CHF 46,705 CHF 99.22% 99.22%
13/11/2024 1.06% 0.95 CHF 0.96 CHF 60,000 50,000 60,000 49,448 57,004 CHF 47,476 CHF 99.36% 99.36%
12/11/2024 1.06% 0.94 CHF 0.95 CHF 60,000 50,000 60,000 50,000 56,332 CHF 47,443 CHF 100.00% 100.00%
11/11/2024 1.14% 0.90 CHF 0.91 CHF 60,000 50,000 60,000 50,000 52,546 CHF 44,288 CHF 100.00% 100.00%
08/11/2024 1.71% 0.91 CHF 0.93 CHF 25,000 25,000 25,000 25,000 23,880 CHF 24,291 CHF 100.00% 100.00%
07/11/2024 1.15% 0.87 CHF 0.88 CHF 60,000 50,000 60,000 48,696 53,598 CHF 44,002 CHF 98.73% 98.73%

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