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
22/11/2024 0.44% 2.31 CHF 2.32 CHF 50,000 50,000 49,530 49,530 113,112 CHF 113,607 CHF 99.99% 99.99%
20/11/2024 0.43% 2.36 CHF 2.37 CHF 50,000 50,000 49,530 49,530 116,620 CHF 117,116 CHF 100.00% 100.00%
19/11/2024 0.41% 2.40 CHF 2.41 CHF 50,000 50,000 49,526 49,526 120,591 CHF 121,087 CHF 98.94% 98.94%
18/11/2024 0.41% 2.43 CHF 2.44 CHF 50,000 50,000 49,532 49,532 120,430 CHF 120,926 CHF 100.00% 100.00%
15/11/2024 0.45% 2.42 CHF 2.43 CHF 50,000 50,000 50,000 50,000 111,072 CHF 111,572 CHF 72.18% 72.18%
14/11/2024 0.51% 1.96 CHF 1.97 CHF 50,000 50,000 49,528 49,528 97,891 CHF 98,387 CHF 100.00% 100.00%
13/11/2024 0.50% 1.97 CHF 1.98 CHF 50,000 50,000 49,523 49,523 99,857 CHF 100,353 CHF 98.53% 98.53%
12/11/2024 0.52% 1.94 CHF 1.95 CHF 50,000 50,000 49,532 49,527 96,823 CHF 97,310 CHF 99.65% 99.65%
11/11/2024 0.51% 2.00 CHF 2.01 CHF 50,000 50,000 49,532 49,532 98,542 CHF 99,038 CHF 100.00% 100.00%
08/11/2024 0.49% 2.05 CHF 2.06 CHF 50,000 50,000 49,532 49,532 102,844 CHF 103,339 CHF 100.00% 100.00%

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