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 0.56% 1.78 CHF 1.79 CHF 50,000 50,000 50,000 50,000 89,285 CHF 89,785 CHF 99.96% 99.96%
19/11/2024 0.55% 1.80 CHF 1.81 CHF 50,000 50,000 50,000 50,000 90,631 CHF 91,131 CHF 98.47% 98.47%
18/11/2024 0.55% 1.79 CHF 1.80 CHF 50,000 50,000 50,000 50,000 89,963 CHF 90,463 CHF 99.91% 99.91%
15/11/2024 0.57% 1.78 CHF 1.79 CHF 50,000 50,000 50,000 50,000 87,156 CHF 87,656 CHF 100.00% 100.00%
14/11/2024 0.57% 1.73 CHF 1.74 CHF 50,000 50,000 50,000 50,000 87,134 CHF 87,634 CHF 99.64% 99.64%
13/11/2024 0.59% 1.70 CHF 1.71 CHF 50,000 50,000 50,000 50,000 84,343 CHF 84,843 CHF 99.95% 99.95%
12/11/2024 0.60% 1.66 CHF 1.67 CHF 50,000 50,000 50,000 50,000 82,408 CHF 82,908 CHF 99.84% 99.84%
11/11/2024 0.62% 1.62 CHF 1.63 CHF 50,000 50,000 50,000 50,000 79,851 CHF 80,351 CHF 99.81% 99.81%
08/11/2024 0.63% 1.60 CHF 1.61 CHF 50,000 50,000 50,000 50,000 78,679 CHF 79,179 CHF 99.89% 99.89%
07/11/2024 0.67% 1.52 CHF 1.53 CHF 50,000 50,000 50,000 50,000 73,957 CHF 74,457 CHF 99.90% 99.90%

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