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 0.35% 2.77 CHF 2.78 CHF 50,000 50,000 50,000 50,000 143,073 CHF 143,573 CHF 98.53% 98.53%
19/11/2024 0.37% 2.77 CHF 2.78 CHF 50,000 50,000 50,000 50,000 135,393 CHF 135,893 CHF 94.51% 94.51%
18/11/2024 0.34% 2.88 CHF 2.89 CHF 50,000 50,000 50,000 50,000 148,597 CHF 149,097 CHF 34.55% 94.32%
15/11/2024 0.36% 3.03 CHF 2.80 CHF 50,000 50,000 50,000 50,000 137,290 CHF 137,790 CHF 77.72% 95.93%
14/11/2024 0.36% 2.58 CHF 2.59 CHF 50,000 50,000 50,000 50,000 139,035 CHF 139,535 CHF 94.26% 94.26%
13/11/2024 0.37% 2.89 CHF 2.77 CHF 50,000 50,000 42,587 42,587 114,189 CHF 114,615 CHF 71.43% 98.88%
12/11/2024 0.39% 2.59 CHF 2.60 CHF 25,000 25,000 25,000 25,000 64,562 CHF 64,812 CHF 93.27% 93.27%
11/11/2024 0.37% 2.79 CHF 2.73 CHF 25,000 25,000 25,000 25,000 66,608 CHF 66,858 CHF 87.78% 97.99%
08/11/2024 0.44% 2.42 CHF 2.43 CHF 25,000 25,000 25,000 25,000 56,603 CHF 56,853 CHF 99.22% 99.22%
07/11/2024 0.45% 2.20 CHF 2.21 CHF 25,000 25,000 25,000 25,000 54,872 CHF 55,122 CHF 97.74% 97.74%

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