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 1.11% 0.91 CHF 0.92 CHF 50,000 50,000 50,000 50,000 44,874 CHF 45,374 CHF 100.00% 100.00%
19/11/2024 1.11% 0.88 CHF 0.89 CHF 50,000 50,000 50,000 50,000 44,860 CHF 45,360 CHF 99.92% 99.92%
18/11/2024 1.06% 0.91 CHF 0.92 CHF 50,000 50,000 50,000 50,000 46,943 CHF 47,443 CHF 99.90% 99.90%
15/11/2024 1.06% 0.94 CHF 0.95 CHF 50,000 50,000 50,000 50,000 46,947 CHF 47,447 CHF 100.00% 100.00%
14/11/2024 1.06% 0.93 CHF 0.94 CHF 50,000 50,000 50,000 50,000 46,880 CHF 47,380 CHF 100.00% 100.00%
13/11/2024 1.12% 0.91 CHF 0.92 CHF 50,000 50,000 50,000 50,000 44,311 CHF 44,811 CHF 100.00% 100.00%
12/11/2024 1.15% 0.87 CHF 0.88 CHF 50,000 50,000 50,000 50,000 43,259 CHF 43,759 CHF 99.70% 99.70%
11/11/2024 1.19% 0.84 CHF 0.85 CHF 50,000 50,000 50,000 50,000 41,642 CHF 42,142 CHF 99.91% 99.91%
08/11/2024 1.26% 0.82 CHF 0.83 CHF 50,000 50,000 50,000 50,000 39,347 CHF 39,847 CHF 100.00% 100.00%
07/11/2024 1.29% 0.74 CHF 0.75 CHF 50,000 50,000 50,000 50,000 38,543 CHF 39,043 CHF 95.89% 95.89%

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