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 2.55% 0.40 CHF 0.41 CHF 70,000 70,000 70,000 70,000 27,086 CHF 27,786 CHF 99.44% 99.44%
19/11/2024 2.44% 0.40 CHF 0.41 CHF 70,000 70,000 70,656 70,656 28,664 CHF 29,370 CHF 100.00% 100.00%
18/11/2024 2.62% 0.37 CHF 0.38 CHF 70,000 70,000 70,000 70,000 26,416 CHF 27,116 CHF 99.88% 99.88%
15/11/2024 2.50% 0.40 CHF 0.41 CHF 70,000 70,000 70,000 70,000 27,672 CHF 28,372 CHF 100.00% 100.00%
14/11/2024 2.23% 0.42 CHF 0.43 CHF 70,000 70,000 73,268 73,268 32,525 CHF 33,258 CHF 98.60% 98.60%
13/11/2024 2.23% 0.47 CHF 0.48 CHF 75,000 75,000 72,830 72,830 32,411 CHF 33,139 CHF 100.00% 100.00%
12/11/2024 2.53% 0.42 CHF 0.43 CHF 70,000 70,000 70,000 70,000 27,364 CHF 28,064 CHF 99.88% 99.88%
11/11/2024 2.69% 0.37 CHF 0.38 CHF 70,000 70,000 70,000 70,000 25,666 CHF 26,366 CHF 100.00% 100.00%
08/11/2024 2.50% 0.40 CHF 0.41 CHF 70,000 70,000 70,000 70,000 27,689 CHF 28,389 CHF 99.05% 99.05%
07/11/2024 2.76% 0.39 CHF 0.40 CHF 70,000 70,000 70,000 70,000 25,014 CHF 25,714 CHF 100.00% 100.00%

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