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 1.63% 0.86 CHF 0.88 CHF 60,000 25,000 60,000 25,000 55,554 CHF 23,527 CHF 100.00% 100.00%
19/11/2024 1.88% 0.89 CHF 0.91 CHF 60,000 25,000 60,234 25,000 52,490 CHF 22,203 CHF 100.00% 100.00%
18/11/2024 1.51% 0.95 CHF 0.96 CHF 60,000 25,000 57,628 25,000 56,808 CHF 25,079 CHF 93.88% 93.88%
15/11/2024 1.48% 1.06 CHF 1.08 CHF 50,000 25,000 50,629 25,000 52,495 CHF 26,326 CHF 100.00% 100.00%
14/11/2024 1.66% 0.87 CHF 0.89 CHF 60,000 25,000 60,000 25,000 53,625 CHF 22,718 CHF 99.22% 99.22%
13/11/2024 1.88% 0.84 CHF 0.85 CHF 60,000 25,000 64,706 24,942 54,137 CHF 21,297 CHF 99.36% 99.36%
12/11/2024 1.66% 0.85 CHF 0.87 CHF 60,000 25,000 53,531 25,000 53,479 CHF 25,503 CHF 100.00% 100.00%
11/11/2024 1.34% 1.11 CHF 1.13 CHF 50,000 25,000 50,000 25,000 55,242 CHF 27,993 CHF 100.00% 100.00%
08/11/2024 2.50% 1.00 CHF 1.02 CHF 12,500 12,500 12,500 12,500 12,068 CHF 12,374 CHF 86.95% 86.95%
07/11/2024 1.82% 0.89 CHF 0.91 CHF 60,000 25,000 62,992 24,784 53,623 CHF 21,606 CHF 95.10% 95.10%

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