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% 1.11 CHF 1.12 CHF 50,000 50,000 50,000 50,000 57,655 CHF 58,155 CHF 99.97% 99.97%
19/11/2024 0.92% 1.09 CHF 1.10 CHF 50,000 50,000 50,000 50,000 54,378 CHF 54,878 CHF 99.80% 99.80%
18/11/2024 0.90% 1.09 CHF 1.10 CHF 50,000 50,000 50,000 50,000 55,567 CHF 56,067 CHF 99.91% 99.91%
15/11/2024 0.88% 1.12 CHF 1.13 CHF 50,000 50,000 50,000 50,000 56,655 CHF 57,155 CHF 100.00% 100.00%
14/11/2024 0.84% 1.19 CHF 1.20 CHF 50,000 50,000 50,000 50,000 58,943 CHF 59,443 CHF 99.65% 99.65%
13/11/2024 0.86% 1.16 CHF 1.17 CHF 50,000 50,000 50,000 50,000 57,759 CHF 58,259 CHF 99.95% 99.95%
12/11/2024 0.87% 1.15 CHF 1.16 CHF 50,000 50,000 50,000 50,000 57,301 CHF 57,801 CHF 99.81% 99.81%
11/11/2024 0.84% 1.16 CHF 1.17 CHF 50,000 50,000 50,000 50,000 59,601 CHF 60,101 CHF 99.78% 99.78%
08/11/2024 0.88% 1.14 CHF 1.15 CHF 50,000 50,000 50,000 50,000 56,784 CHF 57,284 CHF 99.88% 99.88%
07/11/2024 0.88% 1.12 CHF 1.13 CHF 50,000 50,000 50,000 50,000 56,776 CHF 57,276 CHF 99.90% 99.90%

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