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 1.09% 0.90 CHF 0.91 CHF 50,000 50,000 50,000 50,000 45,786 CHF 46,286 CHF 99.46% 99.46%
19/11/2024 1.06% 0.98 CHF 0.99 CHF 50,000 50,000 50,000 50,000 46,875 CHF 47,375 CHF 100.00% 100.00%
18/11/2024 1.16% 0.96 CHF 0.97 CHF 50,000 50,000 50,000 50,000 42,889 CHF 43,389 CHF 99.29% 99.29%
15/11/2024 1.29% 0.75 CHF 0.76 CHF 50,000 50,000 50,000 50,000 38,472 CHF 38,972 CHF 100.00% 100.00%
14/11/2024 1.52% 0.66 CHF 0.67 CHF 50,000 50,000 49,999 50,000 32,781 CHF 33,281 CHF 100.00% 100.00%
13/11/2024 1.32% 0.71 CHF 0.72 CHF 50,000 50,000 49,932 50,000 37,517 CHF 38,069 CHF 100.00% 100.00%
12/11/2024 1.23% 0.73 CHF 0.74 CHF 50,000 50,000 50,000 50,000 40,418 CHF 40,918 CHF 99.79% 99.79%
11/11/2024 0.98% 0.90 CHF 0.91 CHF 50,000 50,000 50,000 50,000 50,818 CHF 51,318 CHF 99.77% 99.77%
08/11/2024 0.93% 0.99 CHF 1.00 CHF 50,000 50,000 50,000 50,000 53,471 CHF 53,971 CHF 99.16% 99.16%
07/11/2024 0.92% 1.17 CHF 1.18 CHF 50,000 50,000 50,000 50,000 54,223 CHF 54,723 CHF 100.00% 100.00%

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