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 0.61% 1.59 CHF 1.60 CHF 50,000 50,000 50,000 50,000 81,848 CHF 82,348 CHF 99.38% 99.38%
19/11/2024 0.65% 1.57 CHF 1.58 CHF 50,000 50,000 50,000 50,000 76,958 CHF 77,458 CHF 99.24% 99.24%
18/11/2024 0.63% 1.60 CHF 1.61 CHF 50,000 50,000 50,000 50,000 79,320 CHF 79,820 CHF 99.26% 99.26%
15/11/2024 0.63% 1.58 CHF 1.59 CHF 50,000 50,000 50,000 50,000 79,689 CHF 80,189 CHF 99.37% 99.37%
14/11/2024 0.62% 1.61 CHF 1.62 CHF 50,000 50,000 50,000 50,000 80,702 CHF 81,202 CHF 99.37% 99.37%
13/11/2024 0.62% 1.61 CHF 1.62 CHF 50,000 50,000 50,000 50,000 80,711 CHF 81,211 CHF 99.39% 99.39%
12/11/2024 0.61% 1.59 CHF 1.60 CHF 50,000 50,000 50,000 50,000 82,277 CHF 82,777 CHF 99.06% 99.06%
11/11/2024 0.59% 1.70 CHF 1.71 CHF 50,000 50,000 50,000 50,000 85,174 CHF 85,674 CHF 99.24% 99.24%
08/11/2024 0.67% 1.55 CHF 1.56 CHF 50,000 50,000 50,000 50,000 73,946 CHF 74,446 CHF 99.38% 99.38%
07/11/2024 0.68% 1.45 CHF 1.46 CHF 50,000 50,000 50,000 50,000 73,088 CHF 73,588 CHF 99.27% 99.27%

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