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 0.41% 2.41 CHF 2.42 CHF 50,000 50,000 50,000 50,000 120,403 CHF 120,903 CHF 99.95% 99.95%
19/11/2024 0.41% 2.43 CHF 2.44 CHF 50,000 50,000 50,000 50,000 120,513 CHF 121,013 CHF 94.14% 94.14%
18/11/2024 0.42% 2.37 CHF 2.38 CHF 50,000 50,000 50,000 50,000 118,293 CHF 118,793 CHF 99.90% 99.90%
15/11/2024 0.42% 2.36 CHF 2.37 CHF 50,000 50,000 50,000 50,000 117,710 CHF 118,210 CHF 100.00% 100.00%
14/11/2024 0.43% 2.33 CHF 2.34 CHF 50,000 50,000 50,000 50,000 115,947 CHF 116,447 CHF 99.70% 99.70%
13/11/2024 0.44% 2.31 CHF 2.32 CHF 50,000 50,000 50,000 50,000 114,680 CHF 115,180 CHF 99.50% 99.50%
12/11/2024 0.44% 2.28 CHF 2.29 CHF 50,000 50,000 50,000 50,000 112,758 CHF 113,258 CHF 99.83% 99.83%
11/11/2024 0.44% 2.24 CHF 2.25 CHF 50,000 50,000 50,000 50,000 112,987 CHF 113,487 CHF 98.27% 98.27%
08/11/2024 0.43% 2.29 CHF 2.30 CHF 50,000 50,000 50,000 50,000 115,879 CHF 116,379 CHF 99.88% 99.88%
07/11/2024 0.42% 2.35 CHF 2.36 CHF 50,000 50,000 50,000 50,000 117,962 CHF 118,462 CHF 99.91% 99.91%

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