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 0.50% 1.96 CHF 1.97 CHF 25,000 25,000 25,000 25,000 49,922 CHF 50,172 CHF 99.73% 99.73%
19/11/2024 0.50% 2.00 CHF 2.01 CHF 25,000 25,000 25,000 25,000 50,075 CHF 50,325 CHF 99.82% 99.82%
18/11/2024 0.48% 2.07 CHF 2.08 CHF 25,000 25,000 25,000 25,000 51,704 CHF 51,954 CHF 100.00% 100.00%
15/11/2024 0.47% 2.09 CHF 2.10 CHF 25,000 25,000 25,000 25,000 53,049 CHF 53,299 CHF 100.00% 100.00%
14/11/2024 0.47% 2.16 CHF 2.17 CHF 25,000 25,000 25,000 25,000 53,217 CHF 53,467 CHF 100.00% 100.00%
13/11/2024 0.48% 2.08 CHF 2.09 CHF 25,000 25,000 25,000 25,000 52,226 CHF 52,476 CHF 99.93% 99.93%
12/11/2024 0.47% 2.09 CHF 2.10 CHF 25,000 25,000 25,000 25,000 53,333 CHF 53,583 CHF 100.00% 100.00%
11/11/2024 0.45% 2.26 CHF 2.27 CHF 25,000 25,000 25,000 25,000 55,625 CHF 55,875 CHF 99.66% 99.66%
08/11/2024 0.45% 2.20 CHF 2.21 CHF 25,000 25,000 25,000 25,000 55,367 CHF 55,617 CHF 100.00% 100.00%
07/11/2024 0.43% 2.31 CHF 2.32 CHF 25,000 25,000 25,000 25,000 57,917 CHF 58,167 CHF 99.70% 99.70%

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