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 0.57% 1.71 CHF 1.72 CHF 50,000 50,000 50,000 50,000 86,948 CHF 87,448 CHF 99.97% 99.97%
19/11/2024 0.58% 1.72 CHF 1.73 CHF 50,000 50,000 50,000 50,000 85,484 CHF 85,984 CHF 99.85% 99.85%
18/11/2024 0.56% 1.75 CHF 1.76 CHF 50,000 50,000 50,000 50,000 88,480 CHF 88,980 CHF 99.91% 99.91%
15/11/2024 0.55% 1.80 CHF 1.81 CHF 50,000 50,000 50,000 50,000 89,862 CHF 90,362 CHF 100.00% 100.00%
14/11/2024 0.58% 1.71 CHF 1.72 CHF 50,000 50,000 50,000 50,000 86,031 CHF 86,531 CHF 99.65% 99.65%
13/11/2024 0.59% 1.69 CHF 1.70 CHF 50,000 50,000 50,000 50,000 84,525 CHF 85,025 CHF 99.96% 99.96%
12/11/2024 0.56% 1.70 CHF 1.71 CHF 50,000 50,000 50,000 50,000 88,911 CHF 89,411 CHF 99.82% 99.82%
11/11/2024 0.54% 1.84 CHF 1.85 CHF 50,000 50,000 50,000 50,000 91,606 CHF 92,106 CHF 99.79% 99.79%
08/11/2024 0.57% 1.78 CHF 1.79 CHF 50,000 50,000 50,000 50,000 88,069 CHF 88,569 CHF 99.88% 99.88%
07/11/2024 0.59% 1.72 CHF 1.73 CHF 50,000 50,000 50,000 50,000 84,892 CHF 85,392 CHF 99.89% 99.89%

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