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 2.23% 0.44 CHF 0.45 CHF 50,000 50,000 50,000 50,000 22,212 CHF 22,712 CHF 100.00% 100.00%
19/11/2024 2.20% 0.45 CHF 0.46 CHF 50,000 50,000 50,000 50,000 22,500 CHF 23,000 CHF 100.00% 100.00%
18/11/2024 2.10% 0.46 CHF 0.47 CHF 50,000 50,000 50,000 50,000 23,606 CHF 24,106 CHF 100.00% 100.00%
15/11/2024 2.05% 0.48 CHF 0.49 CHF 50,000 50,000 50,000 50,000 24,167 CHF 24,667 CHF 100.00% 100.00%
14/11/2024 2.06% 0.48 CHF 0.49 CHF 50,000 50,000 50,000 50,000 24,068 CHF 24,568 CHF 100.00% 100.00%
13/11/2024 2.10% 0.48 CHF 0.49 CHF 50,000 50,000 50,000 50,000 23,606 CHF 24,106 CHF 100.00% 100.00%
12/11/2024 2.12% 0.47 CHF 0.48 CHF 50,000 50,000 50,000 50,000 23,301 CHF 23,801 CHF 100.00% 100.00%
11/11/2024 2.20% 0.46 CHF 0.47 CHF 50,000 50,000 50,000 50,000 22,446 CHF 22,946 CHF 100.00% 100.00%
08/11/2024 2.29% 0.44 CHF 0.45 CHF 50,000 50,000 50,000 50,000 21,605 CHF 22,105 CHF 100.00% 100.00%
07/11/2024 2.27% 0.43 CHF 0.44 CHF 50,000 50,000 50,000 50,000 21,795 CHF 22,295 CHF 100.00% 100.00%

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