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 0.50% 1.95 CHF 1.96 CHF 50,000 50,000 30,876 30,876 61,755 CHF 62,064 CHF 99.37% 99.37%
19/11/2024 0.55% 1.88 CHF 1.89 CHF 50,000 50,000 50,000 50,000 91,047 CHF 91,547 CHF 99.27% 99.27%
18/11/2024 0.55% 1.85 CHF 1.86 CHF 50,000 50,000 50,000 50,000 90,833 CHF 91,333 CHF 99.30% 99.30%
15/11/2024 0.54% 1.77 CHF 1.78 CHF 50,000 50,000 50,000 50,000 91,573 CHF 92,073 CHF 99.38% 99.38%
14/11/2024 0.52% 1.92 CHF 1.93 CHF 50,000 50,000 50,000 50,000 95,237 CHF 95,737 CHF 99.37% 99.37%
13/11/2024 0.54% 1.88 CHF 1.89 CHF 50,000 50,000 50,000 50,000 91,734 CHF 92,234 CHF 99.35% 99.35%
12/11/2024 0.50% 1.96 CHF 1.97 CHF 50,000 50,000 39,518 39,518 78,390 CHF 78,786 CHF 99.03% 99.03%
11/11/2024 0.48% 2.00 CHF 2.01 CHF 25,000 25,000 25,000 25,000 51,573 CHF 51,823 CHF 99.23% 99.23%
08/11/2024 0.50% 2.01 CHF 2.02 CHF 25,000 25,000 34,031 34,031 68,011 CHF 68,351 CHF 99.39% 99.39%
07/11/2024 0.53% 1.96 CHF 1.97 CHF 50,000 50,000 50,000 50,000 93,784 CHF 94,284 CHF 99.26% 99.26%

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