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 0.68% 1.49 CHF 1.50 CHF 50,000 50,000 50,000 50,000 73,464 CHF 73,964 CHF 100.00% 100.00%
19/11/2024 0.77% 1.44 CHF 1.45 CHF 50,000 50,000 50,000 50,000 72,501 CHF 73,058 CHF 100.00% 100.00%
18/11/2024 0.77% 1.44 CHF 1.45 CHF 50,000 50,000 50,000 50,000 72,501 CHF 73,064 CHF 100.00% 100.00%
15/11/2024 0.68% 1.47 CHF 1.48 CHF 50,000 50,000 50,000 50,000 73,573 CHF 74,073 CHF 100.00% 100.00%
14/11/2024 0.68% 1.42 CHF 1.43 CHF 50,000 50,000 50,000 50,000 73,644 CHF 74,144 CHF 99.52% 99.52%
13/11/2024 0.65% 1.54 CHF 1.55 CHF 50,000 50,000 49,882 49,704 78,125 CHF 78,351 CHF 99.32% 99.32%
12/11/2024 0.65% 1.58 CHF 1.59 CHF 50,000 50,000 50,000 50,000 77,168 CHF 77,668 CHF 100.00% 100.00%
11/11/2024 0.70% 1.51 CHF 1.52 CHF 50,000 50,000 50,000 50,000 74,216 CHF 74,741 CHF 100.00% 100.00%
08/11/2024 0.75% 1.49 CHF 1.50 CHF 50,000 50,000 50,000 50,000 73,283 CHF 73,832 CHF 100.00% 100.00%
07/11/2024 0.74% 1.44 CHF 1.45 CHF 50,000 50,000 49,478 48,695 70,124 CHF 69,500 CHF 98.51% 98.51%

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