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 0.72% 1.38 CHF 1.39 CHF 50,000 50,000 50,000 50,000 68,736 CHF 69,236 CHF 99.97% 99.97%
19/11/2024 0.72% 1.38 CHF 1.39 CHF 50,000 50,000 50,000 50,000 69,322 CHF 69,822 CHF 99.83% 99.83%
18/11/2024 0.72% 1.38 CHF 1.39 CHF 50,000 50,000 50,000 50,000 69,210 CHF 69,710 CHF 99.95% 99.95%
15/11/2024 0.72% 1.38 CHF 1.39 CHF 50,000 50,000 50,000 50,000 69,238 CHF 69,738 CHF 100.00% 100.00%
14/11/2024 0.71% 1.39 CHF 1.40 CHF 50,000 50,000 50,000 50,000 69,968 CHF 70,468 CHF 99.66% 99.66%
13/11/2024 0.71% 1.41 CHF 1.42 CHF 50,000 50,000 50,000 50,000 70,507 CHF 71,007 CHF 99.95% 99.95%
12/11/2024 0.71% 1.41 CHF 1.42 CHF 50,000 50,000 50,000 50,000 70,254 CHF 70,754 CHF 99.83% 99.83%
11/11/2024 0.72% 1.39 CHF 1.40 CHF 50,000 50,000 50,000 50,000 69,008 CHF 69,508 CHF 99.78% 99.78%
08/11/2024 0.71% 1.39 CHF 1.40 CHF 50,000 50,000 50,000 50,000 70,662 CHF 71,162 CHF 99.86% 99.86%
07/11/2024 0.72% 1.38 CHF 1.39 CHF 50,000 50,000 50,000 50,000 69,425 CHF 69,925 CHF 99.89% 99.89%

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