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 0.94% 1.04 CHF 1.05 CHF 50,000 50,000 50,000 50,000 52,700 CHF 53,200 CHF 99.45% 99.45%
19/11/2024 0.93% 1.11 CHF 1.12 CHF 50,000 50,000 50,000 50,000 53,758 CHF 54,258 CHF 100.00% 100.00%
18/11/2024 1.00% 1.09 CHF 1.10 CHF 50,000 50,000 50,000 50,000 49,815 CHF 50,315 CHF 99.29% 99.29%
15/11/2024 1.10% 0.89 CHF 0.90 CHF 50,000 50,000 50,000 49,999 45,413 CHF 45,912 CHF 100.00% 100.00%
14/11/2024 1.25% 0.80 CHF 0.81 CHF 50,000 50,000 50,000 49,999 39,741 CHF 40,240 CHF 100.00% 100.00%
13/11/2024 1.12% 0.84 CHF 0.85 CHF 50,000 50,000 50,000 50,000 44,483 CHF 44,983 CHF 100.00% 100.00%
12/11/2024 1.05% 0.87 CHF 0.88 CHF 50,000 50,000 50,000 50,000 47,297 CHF 47,797 CHF 99.83% 99.83%
11/11/2024 0.86% 1.04 CHF 1.05 CHF 50,000 50,000 50,000 50,000 57,682 CHF 58,182 CHF 99.77% 99.77%
08/11/2024 0.83% 1.13 CHF 1.14 CHF 50,000 50,000 50,000 50,000 60,269 CHF 60,769 CHF 99.10% 99.10%
07/11/2024 0.82% 1.30 CHF 1.31 CHF 50,000 50,000 50,000 50,000 61,041 CHF 61,541 CHF 99.96% 99.96%

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