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 0.69% 1.36 CHF 1.37 CHF 50,000 50,000 50,000 50,000 72,109 CHF 72,609 CHF 99.39% 99.39%
19/11/2024 0.74% 1.44 CHF 1.45 CHF 50,000 50,000 50,000 50,000 67,282 CHF 67,782 CHF 99.28% 99.28%
18/11/2024 0.65% 1.50 CHF 1.51 CHF 50,000 50,000 50,000 50,000 76,219 CHF 76,719 CHF 99.29% 99.29%
15/11/2024 0.63% 1.60 CHF 1.61 CHF 50,000 50,000 50,000 50,000 78,704 CHF 79,204 CHF 99.37% 99.37%
14/11/2024 0.72% 1.44 CHF 1.45 CHF 50,000 50,000 50,000 50,000 69,472 CHF 69,972 CHF 99.39% 99.39%
13/11/2024 0.70% 1.34 CHF 1.35 CHF 50,000 50,000 50,000 50,000 70,861 CHF 71,361 CHF 99.38% 99.38%
12/11/2024 0.66% 1.47 CHF 1.48 CHF 50,000 50,000 49,999 50,000 75,482 CHF 75,983 CHF 99.10% 99.10%
11/11/2024 0.65% 1.57 CHF 1.58 CHF 50,000 50,000 50,000 50,000 76,231 CHF 76,731 CHF 99.31% 99.31%
08/11/2024 0.65% 1.50 CHF 1.51 CHF 50,000 50,000 50,000 50,000 76,516 CHF 77,016 CHF 99.38% 99.38%
07/11/2024 0.67% 1.50 CHF 1.51 CHF 50,000 50,000 50,000 50,000 74,218 CHF 74,718 CHF 99.25% 99.25%

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