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 0.73% 1.39 CHF 1.40 CHF 50,000 50,000 50,000 50,000 68,719 CHF 69,219 CHF 99.14% 99.20%
19/11/2024 0.74% 1.28 CHF 1.29 CHF 50,000 50,000 50,000 50,000 67,062 CHF 67,562 CHF 99.26% 99.26%
18/11/2024 0.66% 1.51 CHF 1.52 CHF 50,000 50,000 50,000 50,000 75,296 CHF 75,796 CHF 16.92% 99.29%
15/11/2024 0.68% 1.46 CHF 1.47 CHF 50,000 50,000 50,000 50,000 73,197 CHF 73,697 CHF 98.78% 99.30%
14/11/2024 0.63% 1.58 CHF 1.58 CHF 50,000 50,000 50,000 50,000 78,889 CHF 79,389 CHF 0.69% 98.55%
13/11/2024 0.65% 1.63 CHF 1.62 CHF 50,000 50,000 44,404 44,404 68,619 CHF 69,063 CHF 94.63% 99.46%
12/11/2024 0.64% 1.54 CHF 1.55 CHF 25,000 25,000 25,000 25,000 38,864 CHF 39,114 CHF 97.91% 98.92%
11/11/2024 0.73% 1.54 CHF 1.55 CHF 25,000 25,000 25,000 25,000 34,292 CHF 34,542 CHF 99.35% 99.35%
08/11/2024 0.88% 1.23 CHF 1.24 CHF 25,000 25,000 25,000 25,000 28,307 CHF 28,557 CHF 99.46% 99.46%
07/11/2024 0.86% 1.18 CHF 1.19 CHF 25,000 25,000 25,000 25,000 29,101 CHF 29,351 CHF 98.63% 98.63%

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