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 0.35% 2.86 CHF 2.87 CHF 50,000 50,000 50,000 50,000 142,157 CHF 142,657 CHF 99.44% 99.44%
19/11/2024 0.35% 2.77 CHF 2.78 CHF 50,000 50,000 50,000 50,000 140,654 CHF 141,154 CHF 100.00% 100.00%
18/11/2024 0.34% 2.81 CHF 2.82 CHF 50,000 50,000 50,000 50,000 145,569 CHF 146,069 CHF 99.28% 99.28%
15/11/2024 0.33% 3.03 CHF 3.04 CHF 50,000 50,000 50,000 50,000 150,521 CHF 151,021 CHF 100.00% 100.00%
14/11/2024 0.32% 3.12 CHF 3.13 CHF 50,000 50,000 50,000 50,000 156,489 CHF 156,989 CHF 100.00% 100.00%
13/11/2024 0.33% 3.06 CHF 3.07 CHF 50,000 50,000 50,000 50,000 150,453 CHF 150,953 CHF 100.00% 100.00%
12/11/2024 0.34% 3.03 CHF 3.04 CHF 50,000 50,000 50,000 50,000 147,459 CHF 147,959 CHF 99.80% 99.80%
11/11/2024 0.37% 2.85 CHF 2.86 CHF 50,000 50,000 50,000 50,000 136,647 CHF 137,147 CHF 99.76% 99.76%
08/11/2024 0.38% 2.74 CHF 2.75 CHF 50,000 50,000 50,000 50,000 132,704 CHF 133,204 CHF 99.15% 99.15%
07/11/2024 0.38% 2.56 CHF 2.57 CHF 50,000 50,000 50,000 50,000 132,617 CHF 133,117 CHF 99.96% 99.96%

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