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 0.55% 1.69 CHF 1.70 CHF 50,000 50,000 50,000 50,000 91,188 CHF 91,688 CHF 97.92% 97.92%
19/11/2024 0.59% 1.73 CHF 1.74 CHF 50,000 50,000 50,000 50,000 83,950 CHF 84,450 CHF 86.98% 86.98%
18/11/2024 0.53% 1.93 CHF 1.94 CHF 50,000 50,000 50,000 50,000 94,201 CHF 94,701 CHF 99.94% 99.94%
15/11/2024 0.49% 1.94 CHF 1.95 CHF 50,000 50,000 28,847 28,847 58,343 CHF 58,631 CHF 97.92% 97.92%
14/11/2024 0.50% 2.12 CHF 2.13 CHF 25,000 25,000 35,277 35,277 70,413 CHF 70,765 CHF 99.96% 99.96%
13/11/2024 0.58% 1.68 CHF 1.69 CHF 50,000 50,000 50,000 50,000 85,521 CHF 86,021 CHF 100.00% 100.00%
12/11/2024 0.50% 1.75 CHF 1.76 CHF 50,000 50,000 32,729 32,729 64,539 CHF 64,866 CHF 99.98% 99.98%
11/11/2024 0.44% 2.24 CHF 2.25 CHF 25,000 25,000 25,000 25,000 56,494 CHF 56,744 CHF 100.00% 100.00%
08/11/2024 0.48% 2.00 CHF 2.01 CHF 25,000 25,000 26,580 26,580 54,849 CHF 55,115 CHF 98.38% 98.38%
07/11/2024 0.45% 2.26 CHF 2.27 CHF 25,000 25,000 25,000 25,000 54,967 CHF 55,217 CHF 94.35% 94.35%

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