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
25/11/2024 0.62% 1.65 CHF 1.66 CHF 50,000 50,000 50,000 50,000 80,285 CHF 80,785 CHF 100.00% 100.00%
22/11/2024 0.65% 1.56 CHF 1.57 CHF 50,000 50,000 50,000 50,000 76,567 CHF 77,067 CHF 99.99% 99.99%
20/11/2024 0.59% 1.60 CHF 1.61 CHF 50,000 50,000 50,000 50,000 84,342 CHF 84,842 CHF 99.97% 99.97%
19/11/2024 0.64% 1.56 CHF 1.57 CHF 50,000 50,000 50,000 50,000 78,117 CHF 78,617 CHF 99.84% 99.84%
18/11/2024 0.62% 1.58 CHF 1.59 CHF 50,000 50,000 50,000 50,000 80,390 CHF 80,890 CHF 99.91% 99.91%
15/11/2024 0.60% 1.62 CHF 1.63 CHF 50,000 50,000 50,000 50,000 82,495 CHF 82,995 CHF 100.00% 100.00%
14/11/2024 0.57% 1.75 CHF 1.76 CHF 50,000 50,000 50,000 50,000 87,046 CHF 87,546 CHF 99.63% 99.63%
13/11/2024 0.59% 1.71 CHF 1.72 CHF 50,000 50,000 50,000 50,000 84,719 CHF 85,219 CHF 99.94% 99.94%
12/11/2024 0.60% 1.68 CHF 1.69 CHF 50,000 50,000 50,000 50,000 83,760 CHF 84,260 CHF 99.76% 99.76%
11/11/2024 0.57% 1.71 CHF 1.72 CHF 50,000 50,000 50,000 50,000 88,136 CHF 88,636 CHF 99.77% 99.77%

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