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 0.84% 1.12 CHF 1.13 CHF 50,000 50,000 50,000 50,000 58,953 CHF 59,453 CHF 99.95% 99.95%
19/11/2024 0.86% 1.13 CHF 1.14 CHF 50,000 50,000 50,000 50,000 58,123 CHF 58,623 CHF 99.92% 99.92%
18/11/2024 0.92% 1.08 CHF 1.09 CHF 50,000 50,000 50,000 50,000 54,062 CHF 54,562 CHF 99.90% 99.90%
15/11/2024 0.92% 1.09 CHF 1.10 CHF 50,000 50,000 50,000 50,000 54,241 CHF 54,741 CHF 100.00% 100.00%
14/11/2024 0.92% 1.09 CHF 1.10 CHF 50,000 50,000 50,000 50,000 54,089 CHF 54,589 CHF 99.84% 99.84%
13/11/2024 0.96% 1.06 CHF 1.07 CHF 50,000 50,000 50,000 50,000 51,833 CHF 52,333 CHF 99.95% 99.95%
12/11/2024 0.91% 1.09 CHF 1.10 CHF 50,000 50,000 50,000 50,000 54,456 CHF 54,956 CHF 99.83% 99.83%
11/11/2024 0.95% 1.06 CHF 1.07 CHF 50,000 50,000 50,000 50,000 52,434 CHF 52,934 CHF 99.89% 99.89%
08/11/2024 1.03% 1.02 CHF 1.03 CHF 50,000 50,000 50,000 50,000 48,209 CHF 48,709 CHF 99.88% 99.88%
07/11/2024 1.04% 0.93 CHF 0.94 CHF 50,000 50,000 50,000 50,000 47,643 CHF 48,143 CHF 99.91% 99.91%

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