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 - 0.59 CHF - CHF 50,000 0 0 0 0 CHF 0 CHF 0.00% 98.68%
19/11/2024 2.85% 0.62 CHF 0.71 CHF 50,000 10,000 10,000 10,000 6,920 CHF 7,120 CHF 0.28% 99.59%
18/11/2024 2.41% 0.70 CHF 0.71 CHF 50,000 50,000 19,685 19,685 14,154 CHF 14,427 CHF 89.30% 98.95%
15/11/2024 2.90% 0.65 CHF 0.66 CHF 50,000 50,000 18,767 18,767 11,767 CHF 12,033 CHF 98.62% 98.62%
14/11/2024 1.65% 0.56 CHF 0.61 CHF 50,000 50,000 50,000 50,000 30,110 CHF 30,610 CHF 1.45% 99.59%
13/11/2024 2.81% 0.58 CHF 0.59 CHF 50,000 50,000 25,439 25,439 14,607 CHF 14,923 CHF 46.82% 97.54%
12/11/2024 3.15% 0.57 CHF 0.63 CHF 50,000 10,000 10,000 10,000 6,246 CHF 6,446 CHF 54.84% 99.60%
11/11/2024 2.67% 0.60 CHF 0.61 CHF 50,000 50,000 26,572 26,572 15,976 CHF 16,300 CHF 50.38% 99.28%
08/11/2024 3.19% 0.57 CHF 0.58 CHF 50,000 50,000 18,709 18,709 10,480 CHF 10,745 CHF 99.17% 99.17%
07/11/2024 2.93% 0.57 CHF 0.58 CHF 50,000 50,000 18,714 18,714 10,894 CHF 11,159 CHF 99.19% 99.19%

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