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 0.48% 2.07 CHF 2.08 CHF 50,000 50,000 50,000 50,000 104,317 CHF 104,817 CHF 99.43% 99.43%
19/11/2024 0.47% 2.14 CHF 2.15 CHF 50,000 50,000 50,000 50,000 105,234 CHF 105,734 CHF 100.00% 100.00%
18/11/2024 0.49% 2.13 CHF 2.14 CHF 50,000 50,000 50,000 50,000 101,532 CHF 102,032 CHF 99.27% 99.27%
15/11/2024 0.51% 1.92 CHF 1.93 CHF 50,000 50,000 50,000 50,000 97,155 CHF 97,655 CHF 100.00% 100.00%
14/11/2024 0.54% 1.84 CHF 1.85 CHF 50,000 50,000 50,000 50,000 91,517 CHF 92,017 CHF 100.00% 100.00%
13/11/2024 0.52% 1.87 CHF 1.88 CHF 50,000 50,000 50,000 50,000 95,897 CHF 96,397 CHF 100.00% 100.00%
12/11/2024 0.51% 1.89 CHF 1.90 CHF 50,000 50,000 50,000 50,000 98,637 CHF 99,137 CHF 99.78% 99.78%
11/11/2024 0.46% 2.07 CHF 2.08 CHF 50,000 50,000 50,000 50,000 108,867 CHF 109,367 CHF 99.75% 99.75%
08/11/2024 0.45% 2.15 CHF 2.16 CHF 50,000 50,000 50,000 50,000 111,013 CHF 111,513 CHF 99.15% 99.15%
07/11/2024 0.45% 2.32 CHF 2.33 CHF 50,000 50,000 50,000 50,000 111,942 CHF 112,442 CHF 100.00% 100.00%

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