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 0.48% 2.03 CHF 2.04 CHF 50,000 50,000 50,000 50,000 103,310 CHF 103,810 CHF 94.13% 94.13%
19/11/2024 0.50% 1.98 CHF 1.99 CHF 50,000 50,000 49,998 49,998 99,282 CHF 99,782 CHF 96.55% 96.55%
18/11/2024 0.50% 2.01 CHF 2.02 CHF 50,000 50,000 50,000 50,000 100,320 CHF 100,820 CHF 98.80% 98.80%
15/11/2024 0.52% 1.96 CHF 1.97 CHF 50,000 50,000 49,986 49,986 95,600 CHF 96,100 CHF 95.68% 95.68%
14/11/2024 0.52% 2.01 CHF 2.02 CHF 50,000 50,000 49,971 49,971 95,875 CHF 96,375 CHF 90.82% 90.82%
13/11/2024 0.49% 2.02 CHF 2.03 CHF 50,000 50,000 50,000 50,000 100,986 CHF 101,486 CHF 95.89% 95.89%
12/11/2024 0.50% 1.92 CHF 1.93 CHF 50,000 50,000 49,996 49,996 98,838 CHF 99,338 CHF 96.43% 96.43%
11/11/2024 0.48% 2.07 CHF 2.08 CHF 50,000 50,000 50,000 50,000 104,167 CHF 104,667 CHF 97.64% 97.64%
08/11/2024 0.48% 2.06 CHF 2.07 CHF 50,000 50,000 50,000 50,000 103,050 CHF 103,550 CHF 96.02% 96.02%
07/11/2024 0.47% 2.10 CHF 2.11 CHF 50,000 50,000 49,997 49,997 106,482 CHF 106,982 CHF 96.53% 96.53%

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