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 - 0.63 CHF - CHF 750,000 0 0 0 0 CHF 0 CHF 0.00% 99.31%
19/11/2024 - 0.60 CHF - CHF 750,000 0 0 0 0 CHF 0 CHF 0.00% 96.70%
18/11/2024 - 0.64 CHF - CHF 750,000 0 0 0 0 CHF 0 CHF 0.00% 97.73%
15/11/2024 - 0.63 CHF - CHF 750,000 0 0 0 0 CHF 0 CHF 0.00% 96.38%
14/11/2024 2.41% 0.58 CHF 0.42 CHF 750,000 250,000 750,000 250,000 308,087 CHF 105,196 CHF 0.27% 92.96%
13/11/2024 2.65% 0.38 CHF 0.39 CHF 750,000 250,000 750,000 250,000 279,315 CHF 95,605 CHF 99.06% 99.06%
12/11/2024 2.74% 0.35 CHF 0.36 CHF 750,000 250,000 750,000 250,000 270,137 CHF 92,546 CHF 99.38% 99.38%
11/11/2024 2.88% 0.35 CHF 0.36 CHF 750,000 250,000 750,000 250,000 256,532 CHF 88,011 CHF 99.14% 99.14%
08/11/2024 3.01% 0.33 CHF 0.34 CHF 750,000 250,000 750,000 250,000 245,572 CHF 84,357 CHF 98.89% 98.89%
07/11/2024 2.96% 0.33 CHF 0.34 CHF 750,000 250,000 750,000 250,000 249,498 CHF 85,666 CHF 97.23% 97.23%

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