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
25/11/2024 0.60% 1.71 CHF 1.72 CHF 50,000 50,000 50,000 50,000 83,709 CHF 84,209 CHF 100.00% 100.00%
22/11/2024 0.60% 1.67 CHF 1.68 CHF 50,000 50,000 50,000 50,000 83,237 CHF 83,737 CHF 100.00% 100.00%
20/11/2024 0.61% 1.58 CHF 1.59 CHF 50,000 50,000 50,000 50,000 81,389 CHF 81,889 CHF 99.73% 99.73%
19/11/2024 0.63% 1.59 CHF 1.60 CHF 50,000 50,000 50,000 50,000 79,731 CHF 80,231 CHF 99.86% 99.86%
18/11/2024 0.61% 1.64 CHF 1.65 CHF 50,000 50,000 50,000 50,000 81,694 CHF 82,194 CHF 100.00% 100.00%
15/11/2024 0.59% 1.67 CHF 1.68 CHF 50,000 50,000 50,000 50,000 84,927 CHF 85,427 CHF 100.00% 100.00%
14/11/2024 0.60% 1.71 CHF 1.72 CHF 50,000 50,000 50,000 50,000 83,295 CHF 83,795 CHF 100.00% 100.00%
13/11/2024 0.62% 1.59 CHF 1.60 CHF 50,000 50,000 50,000 50,000 79,961 CHF 80,461 CHF 99.94% 99.94%
12/11/2024 0.58% 1.64 CHF 1.65 CHF 50,000 50,000 50,000 50,000 85,532 CHF 86,032 CHF 100.00% 100.00%
11/11/2024 0.58% 1.67 CHF 1.68 CHF 50,000 50,000 50,000 50,000 85,353 CHF 85,853 CHF 99.65% 99.65%

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