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 2.05% 0.95 CHF 0.98 CHF 60,000 50,000 51,663 50,000 52,399 CHF 51,828 CHF 100.00% 100.00%
19/11/2024 2.11% 0.97 CHF 0.99 CHF 60,000 50,000 53,124 50,000 53,049 CHF 51,047 CHF 100.00% 100.00%
18/11/2024 2.27% 0.92 CHF 0.94 CHF 60,000 50,000 60,000 50,000 55,053 CHF 46,931 CHF 100.00% 100.00%
15/11/2024 2.28% 0.92 CHF 0.94 CHF 60,000 50,000 60,000 50,000 55,267 CHF 47,119 CHF 100.00% 100.00%
14/11/2024 2.24% 0.92 CHF 0.95 CHF 60,000 50,000 60,000 50,000 55,055 CHF 46,919 CHF 98.36% 98.36%
13/11/2024 2.42% 0.90 CHF 0.92 CHF 60,000 50,000 60,000 49,435 52,285 CHF 44,124 CHF 99.40% 99.40%
12/11/2024 2.24% 0.92 CHF 0.94 CHF 60,000 50,000 60,000 50,000 55,446 CHF 47,250 CHF 100.00% 100.00%
11/11/2024 2.34% 0.89 CHF 0.91 CHF 60,000 50,000 60,000 50,000 52,974 CHF 45,191 CHF 100.00% 100.00%
08/11/2024 2.55% 0.86 CHF 0.88 CHF 60,000 50,000 68,533 50,000 54,503 CHF 40,850 CHF 100.00% 100.00%
07/11/2024 2.72% 0.76 CHF 0.78 CHF 70,000 50,000 70,000 48,722 55,094 CHF 39,376 CHF 98.89% 98.89%

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