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 0.41% 2.41 CHF 2.42 CHF 50,000 50,000 49,945 49,945 121,976 CHF 122,475 CHF 95.93% 95.93%
19/11/2024 0.43% 2.35 CHF 2.36 CHF 50,000 50,000 49,987 49,987 116,085 CHF 116,585 CHF 88.17% 88.17%
18/11/2024 0.38% 2.58 CHF 2.59 CHF 50,000 50,000 49,967 49,967 130,442 CHF 130,942 CHF 99.55% 99.55%
15/11/2024 0.35% 2.75 CHF 2.76 CHF 40,000 40,000 39,962 39,962 113,972 CHF 114,372 CHF 95.58% 95.58%
14/11/2024 0.35% 2.96 CHF 2.97 CHF 40,000 40,000 39,960 39,960 113,369 CHF 113,768 CHF 96.84% 96.84%
13/11/2024 0.36% 2.72 CHF 2.73 CHF 40,000 40,000 40,492 40,492 111,123 CHF 111,528 CHF 94.18% 94.18%
12/11/2024 0.36% 2.65 CHF 2.66 CHF 50,000 50,000 41,225 41,225 113,492 CHF 113,904 CHF 96.18% 96.18%
11/11/2024 0.37% 2.77 CHF 2.78 CHF 40,000 40,000 41,522 41,522 112,817 CHF 113,232 CHF 97.02% 97.02%
08/11/2024 0.38% 2.63 CHF 2.64 CHF 50,000 50,000 47,527 47,527 124,302 CHF 124,778 CHF 93.44% 93.44%
07/11/2024 0.37% 2.66 CHF 2.67 CHF 50,000 50,000 40,324 40,324 110,055 CHF 110,458 CHF 93.30% 93.30%

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