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 1.81% 0.58 CHF 0.59 CHF 50,000 50,000 50,000 50,000 27,331 CHF 27,831 CHF 99.97% 99.97%
19/11/2024 1.93% 0.51 CHF 0.52 CHF 50,000 50,000 50,000 50,000 25,729 CHF 26,229 CHF 99.85% 99.85%
18/11/2024 1.93% 0.52 CHF 0.53 CHF 50,000 50,000 50,000 50,000 25,716 CHF 26,216 CHF 99.90% 99.90%
15/11/2024 2.33% 0.47 CHF 0.48 CHF 50,000 50,000 50,000 50,000 21,240 CHF 21,740 CHF 99.44% 99.44%
14/11/2024 2.73% 0.36 CHF 0.37 CHF 50,000 50,000 50,000 50,000 18,091 CHF 18,591 CHF 99.66% 99.66%
13/11/2024 2.23% 0.43 CHF 0.44 CHF 50,000 50,000 50,000 50,000 22,190 CHF 22,690 CHF 3.84% 3.84%
12/11/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%

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