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 0.86% 2.26 CHF 2.28 CHF 50,000 50,000 50,000 50,000 115,739 CHF 116,739 CHF 99.34% 99.34%
19/11/2024 0.95% 2.13 CHF 2.15 CHF 50,000 50,000 50,000 50,000 105,051 CHF 106,051 CHF 98.03% 98.03%
18/11/2024 0.89% 2.17 CHF 2.19 CHF 50,000 50,000 50,000 50,000 111,346 CHF 112,346 CHF 93.61% 93.61%
15/11/2024 0.80% 2.35 CHF 2.37 CHF 50,000 50,000 50,000 50,000 124,560 CHF 125,560 CHF 99.34% 99.34%
14/11/2024 0.84% 2.65 CHF 2.67 CHF 50,000 50,000 50,000 50,000 119,462 CHF 120,462 CHF 98.31% 98.31%
13/11/2024 0.94% 2.16 CHF 2.18 CHF 50,000 50,000 44,564 44,564 94,359 CHF 95,250 CHF 97.73% 97.73%
12/11/2024 1.30% 1.58 CHF 1.60 CHF 25,000 25,000 25,000 25,000 38,167 CHF 38,667 CHF 98.34% 98.34%
11/11/2024 1.38% 1.50 CHF 1.52 CHF 25,000 25,000 25,000 25,000 36,028 CHF 36,528 CHF 99.40% 99.40%
08/11/2024 1.46% 1.36 CHF 1.38 CHF 25,000 25,000 25,000 25,000 33,929 CHF 34,429 CHF 99.28% 99.28%
07/11/2024 1.53% 1.35 CHF 1.37 CHF 25,000 25,000 25,000 25,000 32,448 CHF 32,948 CHF 99.35% 99.35%

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