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 1.59% 0.59 CHF 0.60 CHF 50,000 50,000 50,000 50,000 31,303 CHF 31,803 CHF 99.37% 99.37%
19/11/2024 2.01% 0.52 CHF 0.53 CHF 50,000 50,000 49,997 49,997 24,612 CHF 25,112 CHF 99.83% 99.83%
18/11/2024 1.56% 0.59 CHF 0.60 CHF 50,000 50,000 41,426 41,426 26,352 CHF 26,766 CHF 98.41% 98.41%
15/11/2024 1.51% 0.68 CHF 0.69 CHF 40,000 40,000 40,000 40,000 26,365 CHF 26,765 CHF 99.83% 99.83%
14/11/2024 1.52% 0.67 CHF 0.68 CHF 50,000 50,000 50,000 50,000 32,746 CHF 33,246 CHF 98.68% 98.68%
13/11/2024 1.58% 0.65 CHF 0.66 CHF 40,000 40,000 40,000 40,000 25,148 CHF 25,548 CHF 100.00% 100.00%
12/11/2024 1.42% 0.66 CHF 0.67 CHF 40,000 40,000 40,000 40,000 28,060 CHF 28,460 CHF 99.87% 99.87%
11/11/2024 1.23% 0.80 CHF 0.81 CHF 40,000 40,000 39,998 39,998 32,374 CHF 32,774 CHF 99.90% 99.90%
08/11/2024 1.26% 0.80 CHF 0.81 CHF 40,000 40,000 39,985 39,985 31,481 CHF 31,881 CHF 98.09% 98.09%
07/11/2024 1.15% 0.85 CHF 0.86 CHF 40,000 40,000 39,998 39,998 34,445 CHF 34,845 CHF 99.99% 99.99%

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