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 0.88% 1.11 CHF 1.12 CHF 50,000 50,000 50,000 50,000 56,447 CHF 56,947 CHF 99.96% 99.96%
19/11/2024 0.89% 1.12 CHF 1.13 CHF 50,000 50,000 50,000 50,000 56,103 CHF 56,603 CHF 99.80% 99.80%
18/11/2024 0.85% 1.16 CHF 1.17 CHF 50,000 50,000 50,000 50,000 58,269 CHF 58,769 CHF 99.90% 99.90%
15/11/2024 0.84% 1.19 CHF 1.20 CHF 50,000 50,000 50,000 50,000 59,369 CHF 59,869 CHF 100.00% 100.00%
14/11/2024 0.84% 1.19 CHF 1.20 CHF 50,000 50,000 50,000 50,000 59,443 CHF 59,943 CHF 99.56% 99.56%
13/11/2024 0.85% 1.16 CHF 1.17 CHF 50,000 50,000 50,000 50,000 58,364 CHF 58,864 CHF 99.97% 99.97%
12/11/2024 0.82% 1.18 CHF 1.19 CHF 50,000 50,000 50,000 50,000 61,060 CHF 61,560 CHF 99.81% 99.81%
11/11/2024 0.79% 1.26 CHF 1.27 CHF 50,000 50,000 50,000 50,000 63,089 CHF 63,589 CHF 99.81% 99.81%
08/11/2024 0.82% 1.22 CHF 1.23 CHF 50,000 50,000 50,000 50,000 60,958 CHF 61,458 CHF 99.82% 99.82%
07/11/2024 0.83% 1.24 CHF 1.25 CHF 50,000 50,000 50,000 50,000 60,151 CHF 60,651 CHF 99.89% 99.89%

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