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 0.88% 3.39 CHF 3.42 CHF 10,000 10,000 10,000 10,000 33,816 CHF 34,116 CHF 99.97% 99.97%
19/11/2024 0.92% 3.33 CHF 3.36 CHF 10,000 10,000 10,000 10,000 32,362 CHF 32,662 CHF 99.83% 99.83%
18/11/2024 0.97% 3.12 CHF 3.15 CHF 10,000 10,000 10,000 10,000 30,656 CHF 30,956 CHF 99.95% 99.95%
15/11/2024 0.98% 3.01 CHF 3.04 CHF 10,000 10,000 10,000 10,000 30,384 CHF 30,684 CHF 100.00% 100.00%
14/11/2024 1.18% 2.71 CHF 2.74 CHF 10,000 10,000 10,000 10,000 25,420 CHF 25,720 CHF 99.68% 99.68%
13/11/2024 1.24% 2.28 CHF 2.31 CHF 10,000 10,000 10,000 10,000 24,118 CHF 24,418 CHF 99.68% 99.68%
12/11/2024 1.47% 2.11 CHF 2.14 CHF 10,000 10,000 10,000 10,000 20,251 CHF 20,551 CHF 99.80% 99.80%
11/11/2024 1.48% 2.00 CHF 2.03 CHF 10,000 10,000 10,000 10,000 20,121 CHF 20,421 CHF 99.82% 99.82%
08/11/2024 1.35% 2.12 CHF 2.15 CHF 10,000 10,000 10,000 10,000 22,094 CHF 22,394 CHF 99.89% 99.89%
07/11/2024 1.35% 2.21 CHF 2.24 CHF 10,000 10,000 10,000 10,000 22,080 CHF 22,380 CHF 99.90% 99.90%

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