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 1.73% 0.80 CHF 0.82 CHF 70,000 25,000 61,689 25,000 53,335 CHF 22,025 CHF 100.00% 100.00%
19/11/2024 2.01% 0.83 CHF 0.85 CHF 70,000 25,000 68,179 25,000 55,255 CHF 20,703 CHF 100.00% 100.00%
18/11/2024 1.70% 0.89 CHF 0.90 CHF 60,000 25,000 59,040 25,000 54,668 CHF 23,579 CHF 93.88% 93.88%
15/11/2024 1.52% 1.00 CHF 1.02 CHF 50,000 25,000 57,415 25,000 56,058 CHF 24,815 CHF 100.00% 100.00%
14/11/2024 1.78% 0.81 CHF 0.83 CHF 70,000 25,000 66,543 25,000 55,379 CHF 21,218 CHF 99.22% 99.22%
13/11/2024 2.01% 0.78 CHF 0.79 CHF 70,000 25,000 70,000 24,942 54,456 CHF 19,799 CHF 99.36% 99.36%
12/11/2024 1.77% 0.79 CHF 0.81 CHF 70,000 25,000 59,508 25,000 55,925 CHF 24,003 CHF 100.00% 100.00%
11/11/2024 1.42% 1.05 CHF 1.07 CHF 50,000 25,000 50,003 25,000 52,245 CHF 26,493 CHF 100.00% 100.00%
08/11/2024 2.72% 0.93 CHF 0.96 CHF 12,500 12,500 12,500 12,500 11,312 CHF 11,624 CHF 86.95% 86.95%
07/11/2024 1.97% 0.83 CHF 0.85 CHF 70,000 25,000 66,549 24,635 53,314 CHF 20,257 CHF 70.48% 70.48%

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