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
25/11/2024 2.49% 0.65 CHF 0.67 CHF 78,357 50,000 79,010 50,000 49,517 CHF 32,133 CHF 100.00% 100.00%
22/11/2024 2.55% 0.60 CHF 0.62 CHF 80,000 50,000 80,097 50,000 47,028 CHF 30,118 CHF 100.00% 100.00%
20/11/2024 2.78% 0.63 CHF 0.64 CHF 78,769 50,000 77,703 50,000 51,962 CHF 34,385 CHF 100.00% 100.00%
19/11/2024 3.09% 0.60 CHF 0.62 CHF 78,976 50,000 79,015 50,000 47,716 CHF 31,145 CHF 100.00% 100.00%
18/11/2024 2.96% 0.61 CHF 0.63 CHF 79,062 50,000 78,833 50,000 49,367 CHF 32,254 CHF 100.00% 100.00%
15/11/2024 2.25% 0.63 CHF 0.65 CHF 78,821 50,000 78,477 50,000 51,185 CHF 33,355 CHF 99.99% 99.99%
14/11/2024 2.63% 0.70 CHF 0.72 CHF 77,229 50,000 77,517 50,000 54,030 CHF 35,779 CHF 99.52% 99.52%
13/11/2024 2.69% 0.68 CHF 0.70 CHF 77,452 50,000 77,509 49,383 52,133 CHF 34,120 CHF 99.32% 99.32%
12/11/2024 2.36% 0.66 CHF 0.68 CHF 77,678 50,000 77,642 50,000 51,553 CHF 33,991 CHF 100.00% 100.00%
11/11/2024 2.36% 0.68 CHF 0.70 CHF 77,032 50,000 74,305 50,000 52,347 CHF 36,113 CHF 81.37% 81.37%

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