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 4.29% 0.43 CHF 0.45 CHF 25,000 25,000 25,000 25,000 11,422 CHF 11,922 CHF 99.53% 99.53%
19/11/2024 4.05% 0.48 CHF 0.50 CHF 25,000 25,000 25,000 25,000 12,102 CHF 12,602 CHF 99.49% 99.49%
18/11/2024 3.84% 0.53 CHF 0.55 CHF 25,000 25,000 25,000 25,000 12,774 CHF 13,274 CHF 99.51% 99.51%
15/11/2024 3.50% 0.57 CHF 0.59 CHF 25,000 25,000 25,000 25,000 14,041 CHF 14,541 CHF 98.94% 98.94%
14/11/2024 4.07% 0.52 CHF 0.54 CHF 25,000 25,000 25,000 25,000 12,069 CHF 12,569 CHF 99.57% 99.57%
13/11/2024 3.66% 0.41 CHF 0.43 CHF 25,000 25,000 25,000 25,000 13,651 CHF 14,151 CHF 97.03% 97.03%
12/11/2024 2.87% 0.64 CHF 0.66 CHF 25,000 25,000 25,000 25,000 17,171 CHF 17,671 CHF 99.56% 99.56%
11/11/2024 2.82% 0.71 CHF 0.73 CHF 25,000 25,000 25,000 25,000 17,487 CHF 17,987 CHF 99.50% 99.50%

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