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 0.56% 1.84 CHF 1.85 CHF 50,000 50,000 50,000 50,000 89,253 CHF 89,753 CHF 99.37% 99.37%
19/11/2024 0.51% 1.86 CHF 1.87 CHF 50,000 50,000 50,000 50,000 97,741 CHF 98,241 CHF 99.25% 99.25%
18/11/2024 0.60% 1.80 CHF 1.81 CHF 50,000 50,000 50,000 50,000 83,055 CHF 83,555 CHF 99.29% 99.29%
15/11/2024 0.60% 1.58 CHF 1.59 CHF 50,000 50,000 50,000 50,000 83,545 CHF 84,045 CHF 99.39% 99.39%
14/11/2024 0.57% 1.73 CHF 1.74 CHF 50,000 50,000 50,000 50,000 88,318 CHF 88,818 CHF 99.36% 99.36%

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