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 0.90% 1.71 CHF 1.72 CHF 30,000 25,000 30,000 25,000 53,034 CHF 44,594 CHF 100.00% 100.00%
19/11/2024 0.98% 1.74 CHF 1.75 CHF 30,000 25,000 30,042 25,000 51,488 CHF 43,269 CHF 100.00% 100.00%
18/11/2024 0.84% 1.79 CHF 1.81 CHF 30,000 25,000 30,000 25,000 54,916 CHF 46,148 CHF 93.88% 93.88%
15/11/2024 0.86% 1.90 CHF 1.92 CHF 30,000 25,000 30,000 25,000 56,356 CHF 47,367 CHF 100.00% 100.00%
14/11/2024 0.98% 1.71 CHF 1.73 CHF 30,000 25,000 30,000 25,000 52,041 CHF 43,793 CHF 99.22% 99.22%
13/11/2024 0.85% 1.68 CHF 1.70 CHF 30,000 25,000 32,229 24,942 54,128 CHF 42,294 CHF 99.36% 99.36%
12/11/2024 0.92% 1.69 CHF 1.71 CHF 30,000 25,000 30,000 25,000 55,335 CHF 46,537 CHF 100.00% 100.00%
11/11/2024 0.82% 1.96 CHF 1.97 CHF 30,000 25,000 30,000 25,000 58,392 CHF 49,062 CHF 100.00% 100.00%
08/11/2024 1.42% 1.84 CHF 1.86 CHF 12,500 12,500 12,500 12,500 22,574 CHF 22,897 CHF 86.95% 86.95%
07/11/2024 0.94% 1.73 CHF 1.75 CHF 30,000 25,000 32,590 24,739 54,920 CHF 42,289 CHF 98.73% 98.73%

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