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 0.66% 1.48 CHF 1.49 CHF 50,000 50,000 50,000 50,000 75,518 CHF 76,018 CHF 99.36% 99.36%
19/11/2024 0.70% 1.47 CHF 1.48 CHF 50,000 50,000 50,000 50,000 70,993 CHF 71,493 CHF 99.24% 99.24%
18/11/2024 0.63% 1.51 CHF 1.52 CHF 50,000 50,000 50,000 50,000 78,771 CHF 79,271 CHF 99.28% 99.28%
15/11/2024 0.63% 1.62 CHF 1.63 CHF 50,000 50,000 50,000 50,000 78,908 CHF 79,408 CHF 99.37% 99.37%
14/11/2024 0.65% 1.55 CHF 1.56 CHF 50,000 50,000 50,000 50,000 76,557 CHF 77,057 CHF 99.35% 99.35%
13/11/2024 0.70% 1.51 CHF 1.52 CHF 50,000 50,000 50,155 50,155 71,692 CHF 72,193 CHF 99.39% 99.39%
12/11/2024 0.97% 0.89 CHF 0.90 CHF 75,000 75,000 54,188 54,188 55,364 CHF 55,906 CHF 99.07% 99.07%
11/11/2024 0.97% 1.04 CHF 1.05 CHF 50,000 50,000 52,505 52,505 53,921 CHF 54,446 CHF 99.23% 99.23%
08/11/2024 1.13% 0.92 CHF 0.93 CHF 75,000 75,000 75,000 75,000 65,994 CHF 66,744 CHF 99.37% 99.37%
07/11/2024 1.21% 0.86 CHF 0.87 CHF 75,000 75,000 75,000 75,000 61,563 CHF 62,313 CHF 99.26% 99.26%

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