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 0.23% 4.31 CHF 4.32 CHF 25,000 25,000 25,000 25,000 107,747 CHF 107,997 CHF 100.00% 100.00%
19/11/2024 0.24% 4.25 CHF 4.26 CHF 25,000 25,000 25,000 25,000 106,108 CHF 106,358 CHF 99.91% 99.91%
18/11/2024 0.23% 4.29 CHF 4.30 CHF 25,000 25,000 25,000 25,000 107,388 CHF 107,638 CHF 99.91% 99.91%
15/11/2024 0.23% 4.29 CHF 4.30 CHF 25,000 25,000 25,000 25,000 107,844 CHF 108,094 CHF 100.00% 100.00%
14/11/2024 0.23% 4.33 CHF 4.34 CHF 25,000 25,000 25,000 25,000 108,397 CHF 108,647 CHF 100.00% 100.00%
13/11/2024 0.23% 4.29 CHF 4.30 CHF 25,000 25,000 25,000 25,000 106,853 CHF 107,103 CHF 100.00% 100.00%
12/11/2024 0.24% 4.26 CHF 4.27 CHF 25,000 25,000 25,000 25,000 106,170 CHF 106,420 CHF 99.70% 99.70%
11/11/2024 0.24% 4.23 CHF 4.24 CHF 25,000 25,000 25,000 25,000 105,586 CHF 105,836 CHF 99.91% 99.91%
08/11/2024 0.24% 4.16 CHF 4.17 CHF 25,000 25,000 25,000 25,000 103,755 CHF 104,005 CHF 100.00% 100.00%
07/11/2024 0.24% 4.17 CHF 4.18 CHF 25,000 25,000 25,000 25,000 104,977 CHF 105,227 CHF 95.89% 95.89%

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