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 1.42% 0.72 CHF 0.73 CHF 70,000 50,000 78,123 50,000 54,723 CHF 35,547 CHF 100.00% 100.00%
19/11/2024 1.46% 0.67 CHF 0.68 CHF 80,000 50,000 79,990 50,000 54,526 CHF 34,583 CHF 100.00% 100.00%
18/11/2024 1.46% 0.67 CHF 0.68 CHF 80,000 50,000 80,000 50,000 54,533 CHF 34,583 CHF 100.00% 100.00%
15/11/2024 1.48% 0.70 CHF 0.72 CHF 80,000 50,000 79,418 50,000 55,762 CHF 35,637 CHF 100.00% 100.00%
14/11/2024 1.41% 0.65 CHF 0.66 CHF 80,000 50,000 75,752 50,000 53,264 CHF 35,738 CHF 99.52% 99.52%
13/11/2024 1.27% 0.77 CHF 0.78 CHF 70,000 50,000 70,000 49,704 55,814 CHF 40,138 CHF 99.32% 99.32%
12/11/2024 1.28% 0.81 CHF 0.82 CHF 70,000 50,000 70,000 50,000 54,181 CHF 39,201 CHF 100.00% 100.00%
11/11/2024 1.51% 0.74 CHF 0.75 CHF 70,000 50,000 74,516 50,000 53,212 CHF 36,283 CHF 100.00% 100.00%
08/11/2024 1.42% 0.72 CHF 0.73 CHF 70,000 50,000 79,440 50,000 55,366 CHF 35,355 CHF 100.00% 100.00%
07/11/2024 1.62% 0.68 CHF 0.69 CHF 80,000 50,000 80,171 48,695 51,944 CHF 32,030 CHF 98.51% 98.51%

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