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 0.84% 1.20 CHF 1.21 CHF 50,000 50,000 50,000 50,000 59,620 CHF 60,120 CHF 99.97% 99.97%
19/11/2024 0.84% 1.19 CHF 1.20 CHF 50,000 50,000 50,000 50,000 59,365 CHF 59,865 CHF 99.85% 99.85%
18/11/2024 0.84% 1.19 CHF 1.20 CHF 50,000 50,000 50,000 50,000 59,303 CHF 59,803 CHF 99.93% 99.93%
15/11/2024 0.85% 1.18 CHF 1.19 CHF 50,000 50,000 50,000 50,000 58,533 CHF 59,033 CHF 99.43% 99.43%
14/11/2024 0.86% 1.16 CHF 1.17 CHF 50,000 50,000 50,000 50,000 57,982 CHF 58,482 CHF 99.71% 99.71%
13/11/2024 0.85% 1.17 CHF 1.18 CHF 50,000 50,000 50,000 50,000 58,502 CHF 59,002 CHF 99.72% 99.72%
12/11/2024 0.87% 1.17 CHF 1.18 CHF 50,000 50,000 50,000 50,000 57,550 CHF 58,050 CHF 93.52% 93.52%
11/11/2024 0.87% 1.14 CHF 1.15 CHF 50,000 50,000 50,000 50,000 57,195 CHF 57,695 CHF 99.83% 99.83%
08/11/2024 0.88% 1.13 CHF 1.14 CHF 50,000 50,000 50,000 50,000 56,774 CHF 57,274 CHF 99.88% 99.88%
07/11/2024 0.87% 1.15 CHF 1.16 CHF 50,000 50,000 50,000 50,000 56,934 CHF 57,434 CHF 74.46% 74.46%

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