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 0.28% 3.48 CHF 3.49 CHF 38,000 38,000 37,222 37,222 131,211 CHF 131,583 CHF 99.48% 99.48%
19/11/2024 0.30% 3.40 CHF 3.41 CHF 38,000 38,000 38,196 38,196 128,474 CHF 128,856 CHF 100.00% 100.00%
18/11/2024 0.28% 3.49 CHF 3.50 CHF 38,000 38,000 37,149 37,149 131,686 CHF 132,057 CHF 99.90% 99.90%
15/11/2024 0.28% 3.59 CHF 3.60 CHF 37,000 37,000 37,000 37,000 132,034 CHF 132,404 CHF 100.00% 100.00%
14/11/2024 0.28% 3.58 CHF 3.59 CHF 37,000 37,000 37,000 37,000 131,722 CHF 132,092 CHF 98.59% 98.59%
13/11/2024 0.28% 3.55 CHF 3.56 CHF 37,000 37,000 37,000 37,000 130,469 CHF 130,839 CHF 100.00% 100.00%
12/11/2024 0.28% 3.56 CHF 3.57 CHF 37,000 37,000 36,978 36,978 133,518 CHF 133,888 CHF 99.88% 99.88%
11/11/2024 0.27% 3.73 CHF 3.74 CHF 36,000 36,000 36,000 36,000 134,324 CHF 134,684 CHF 100.00% 100.00%
08/11/2024 0.27% 3.72 CHF 3.73 CHF 36,000 36,000 36,000 36,000 133,376 CHF 133,736 CHF 98.29% 98.29%
07/11/2024 0.26% 3.78 CHF 3.79 CHF 36,000 36,000 35,992 35,992 136,186 CHF 136,546 CHF 100.00% 100.00%

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