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 0.50% 2.02 CHF 2.03 CHF 50,000 50,000 50,000 50,000 100,315 CHF 100,815 CHF 99.46% 99.46%
19/11/2024 0.50% 1.94 CHF 1.95 CHF 50,000 50,000 50,000 50,000 98,897 CHF 99,397 CHF 100.00% 100.00%
18/11/2024 0.48% 1.97 CHF 1.98 CHF 50,000 50,000 50,000 50,000 103,639 CHF 104,139 CHF 99.29% 99.29%
15/11/2024 0.46% 2.19 CHF 2.20 CHF 50,000 50,000 50,000 50,000 108,538 CHF 109,038 CHF 100.00% 100.00%
14/11/2024 0.44% 2.28 CHF 2.29 CHF 50,000 50,000 50,000 50,000 114,465 CHF 114,965 CHF 100.00% 100.00%
13/11/2024 0.46% 2.22 CHF 2.23 CHF 50,000 50,000 50,000 50,000 108,710 CHF 109,210 CHF 100.00% 100.00%
12/11/2024 0.47% 2.20 CHF 2.21 CHF 50,000 50,000 50,000 50,000 105,780 CHF 106,280 CHF 99.80% 99.80%
11/11/2024 0.52% 2.02 CHF 2.03 CHF 50,000 50,000 50,000 50,000 95,079 CHF 95,579 CHF 99.77% 99.77%
08/11/2024 0.55% 1.91 CHF 1.92 CHF 50,000 50,000 50,000 50,000 91,473 CHF 91,973 CHF 99.16% 99.16%
07/11/2024 0.55% 1.74 CHF 1.75 CHF 50,000 50,000 50,000 50,000 91,265 CHF 91,765 CHF 99.96% 99.96%

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