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 0.52% 1.93 CHF 1.94 CHF 25,000 25,000 25,000 25,000 48,011 CHF 48,261 CHF 99.81% 99.81%
19/11/2024 0.52% 1.91 CHF 1.92 CHF 25,000 25,000 25,000 25,000 48,075 CHF 48,325 CHF 99.72% 99.72%
18/11/2024 0.52% 1.92 CHF 1.93 CHF 25,000 25,000 25,000 25,000 48,240 CHF 48,490 CHF 99.71% 99.71%
15/11/2024 0.52% 1.92 CHF 1.93 CHF 25,000 25,000 25,000 25,000 48,182 CHF 48,432 CHF 99.81% 99.81%
14/11/2024 0.51% 1.93 CHF 1.94 CHF 25,000 25,000 25,000 25,000 48,584 CHF 48,834 CHF 99.81% 99.81%
13/11/2024 0.51% 1.96 CHF 1.97 CHF 25,000 25,000 25,000 25,000 48,635 CHF 48,885 CHF 99.81% 99.81%
12/11/2024 0.51% 1.95 CHF 1.96 CHF 25,000 25,000 25,000 25,000 48,642 CHF 48,892 CHF 99.51% 99.51%
11/11/2024 0.51% 1.95 CHF 1.96 CHF 25,000 25,000 25,000 25,000 48,822 CHF 49,072 CHF 99.72% 99.72%
08/11/2024 0.51% 1.96 CHF 1.97 CHF 25,000 25,000 25,000 25,000 48,666 CHF 48,916 CHF 99.81% 99.81%
07/11/2024 0.52% 1.92 CHF 1.93 CHF 25,000 25,000 25,000 25,000 48,334 CHF 48,584 CHF 95.69% 95.69%

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