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 1.26% 0.82 CHF 0.83 CHF 70,000 50,000 70,000 50,000 55,084 CHF 39,846 CHF 99.00% 99.00%
19/11/2024 1.25% 0.80 CHF 0.81 CHF 70,000 50,000 70,000 50,000 55,658 CHF 40,255 CHF 100.00% 100.00%
18/11/2024 1.83% 0.75 CHF 0.76 CHF 70,000 50,000 70,412 50,000 51,683 CHF 37,386 CHF 100.00% 100.00%
15/11/2024 2.01% 0.69 CHF 0.71 CHF 78,995 50,000 78,246 50,000 54,832 CHF 35,763 CHF 100.00% 100.00%
14/11/2024 1.84% 0.70 CHF 0.71 CHF 79,005 50,000 78,071 50,000 54,564 CHF 35,608 CHF 99.22% 99.22%
13/11/2024 1.38% 0.75 CHF 0.76 CHF 70,000 50,000 72,125 49,710 53,021 CHF 37,092 CHF 99.36% 99.36%
12/11/2024 1.78% 0.71 CHF 0.72 CHF 78,709 50,000 77,343 50,000 50,456 CHF 33,196 CHF 100.00% 100.00%
11/11/2024 1.90% 0.59 CHF 0.60 CHF 75,807 50,000 75,819 50,000 44,910 CHF 30,183 CHF 100.00% 100.00%
08/11/2024 1.75% 0.65 CHF 0.67 CHF 76,731 50,000 76,666 50,000 50,550 CHF 33,547 CHF 100.00% 100.00%
07/11/2024 1.59% 0.63 CHF 0.64 CHF 76,000 50,000 76,647 48,696 52,267 CHF 33,679 CHF 98.73% 98.73%

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