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 2.15% 0.44 CHF 0.45 CHF 50,000 50,000 50,000 50,000 23,018 CHF 23,518 CHF 99.97% 99.97%
19/11/2024 2.09% 0.51 CHF 0.52 CHF 50,000 50,000 50,000 50,000 23,798 CHF 24,298 CHF 99.79% 99.79%
18/11/2024 2.00% 0.47 CHF 0.48 CHF 50,000 50,000 50,000 50,000 24,827 CHF 25,327 CHF 99.95% 99.95%
15/11/2024 2.01% 0.57 CHF 0.58 CHF 50,000 50,000 50,000 50,000 24,776 CHF 25,276 CHF 100.00% 100.00%
14/11/2024 2.38% 0.45 CHF 0.46 CHF 50,000 50,000 50,000 50,000 20,843 CHF 21,343 CHF 99.66% 99.66%
13/11/2024 2.81% 0.33 CHF 0.34 CHF 50,000 50,000 50,000 50,000 17,575 CHF 18,075 CHF 99.95% 99.95%
12/11/2024 3.24% 0.26 CHF 0.27 CHF 50,000 50,000 50,000 50,000 15,319 CHF 15,819 CHF 99.76% 99.76%
11/11/2024 1.94% 0.47 CHF 0.48 CHF 50,000 50,000 50,000 50,000 25,588 CHF 26,088 CHF 99.82% 99.82%
08/11/2024 1.90% 0.53 CHF 0.54 CHF 50,000 50,000 50,000 50,000 26,151 CHF 26,651 CHF 99.83% 99.83%
07/11/2024 2.00% 0.48 CHF 0.49 CHF 50,000 50,000 50,000 50,000 24,720 CHF 25,220 CHF 99.90% 99.90%

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