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 0.53% 1.90 CHF 1.91 CHF 50,000 50,000 50,000 50,000 93,703 CHF 94,203 CHF 99.97% 99.97%
19/11/2024 0.53% 1.87 CHF 1.88 CHF 50,000 50,000 50,000 50,000 94,144 CHF 94,644 CHF 99.85% 99.85%
18/11/2024 0.54% 1.85 CHF 1.86 CHF 50,000 50,000 50,000 50,000 91,900 CHF 92,400 CHF 99.95% 99.95%
15/11/2024 0.55% 1.81 CHF 1.82 CHF 50,000 50,000 50,000 50,000 90,038 CHF 90,538 CHF 100.00% 100.00%
14/11/2024 0.54% 1.80 CHF 1.81 CHF 50,000 50,000 50,000 50,000 91,828 CHF 92,328 CHF 99.66% 99.66%
13/11/2024 0.54% 1.86 CHF 1.87 CHF 50,000 50,000 50,000 50,000 92,772 CHF 93,272 CHF 99.97% 99.97%
12/11/2024 0.54% 1.86 CHF 1.87 CHF 50,000 50,000 50,000 50,000 91,718 CHF 92,218 CHF 99.83% 99.83%
11/11/2024 0.57% 1.77 CHF 1.78 CHF 50,000 50,000 50,000 50,000 87,164 CHF 87,664 CHF 99.80% 99.80%
08/11/2024 0.57% 1.76 CHF 1.77 CHF 50,000 50,000 50,000 50,000 86,941 CHF 87,441 CHF 99.87% 99.87%
07/11/2024 0.62% 1.64 CHF 1.65 CHF 50,000 50,000 50,000 50,000 80,926 CHF 81,426 CHF 99.90% 99.90%

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