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 0.81% 1.82 CHF 1.83 CHF 30,000 25,000 30,000 25,000 56,308 CHF 47,305 CHF 100.00% 100.00%
19/11/2024 0.91% 1.85 CHF 1.86 CHF 30,000 25,000 30,000 25,000 54,683 CHF 45,984 CHF 100.00% 100.00%
18/11/2024 0.79% 1.90 CHF 1.92 CHF 30,000 25,000 30,000 25,000 58,167 CHF 48,859 CHF 93.88% 93.88%
15/11/2024 0.75% 2.01 CHF 2.03 CHF 30,000 25,000 30,000 25,000 59,641 CHF 50,076 CHF 100.00% 100.00%
14/11/2024 0.81% 1.82 CHF 1.84 CHF 30,000 25,000 30,000 25,000 55,312 CHF 46,468 CHF 99.22% 99.22%
13/11/2024 0.94% 1.79 CHF 1.81 CHF 30,000 25,000 30,000 24,942 53,638 CHF 45,017 CHF 99.36% 99.36%
12/11/2024 0.85% 1.80 CHF 1.82 CHF 30,000 25,000 30,000 25,000 58,601 CHF 49,253 CHF 100.00% 100.00%
11/11/2024 0.72% 2.06 CHF 2.08 CHF 30,000 25,000 30,000 25,000 61,645 CHF 51,743 CHF 100.00% 100.00%
08/11/2024 1.29% 1.94 CHF 1.97 CHF 12,500 12,500 12,500 12,500 23,937 CHF 24,249 CHF 86.95% 86.95%
07/11/2024 0.94% 1.84 CHF 1.86 CHF 30,000 25,000 30,605 24,739 54,981 CHF 44,974 CHF 98.73% 98.73%

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