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 2.00% 0.50 CHF 0.51 CHF 50,000 50,000 50,000 50,000 24,698 CHF 25,198 CHF 100.00% 100.00%
19/11/2024 1.86% 0.53 CHF 0.54 CHF 50,000 50,000 50,000 50,000 26,656 CHF 27,156 CHF 99.94% 99.94%
18/11/2024 1.92% 0.52 CHF 0.53 CHF 50,000 50,000 50,000 50,000 25,856 CHF 26,356 CHF 100.00% 100.00%
15/11/2024 1.93% 0.52 CHF 0.53 CHF 50,000 50,000 50,000 50,000 25,703 CHF 26,203 CHF 100.00% 100.00%
14/11/2024 2.04% 0.48 CHF 0.49 CHF 50,000 50,000 50,000 50,000 24,239 CHF 24,739 CHF 99.44% 99.44%
13/11/2024 2.09% 0.48 CHF 0.49 CHF 50,000 50,000 49,819 49,819 23,871 CHF 24,373 CHF 98.88% 98.88%
12/11/2024 2.16% 0.47 CHF 0.48 CHF 50,000 50,000 50,000 50,000 22,865 CHF 23,365 CHF 100.00% 100.00%
11/11/2024 2.32% 0.44 CHF 0.45 CHF 50,000 50,000 50,000 50,000 21,317 CHF 21,817 CHF 100.00% 100.00%
08/11/2024 2.35% 0.43 CHF 0.44 CHF 50,000 50,000 50,000 50,000 20,994 CHF 21,494 CHF 88.69% 88.69%
07/11/2024 2.42% 0.41 CHF 0.42 CHF 50,000 50,000 48,703 48,703 19,960 CHF 20,447 CHF 99.06% 99.06%

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