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
25/11/2024 0.53% 3.40 CHF 3.41 CHF 88,000 88,000 39,308 39,308 133,903 CHF 134,499 CHF 100.00% 100.00%
22/11/2024 0.53% 3.40 CHF 3.41 CHF 88,000 88,000 39,220 39,220 133,264 CHF 133,859 CHF 100.00% 100.00%
20/11/2024 0.55% 3.20 CHF 3.21 CHF 91,000 91,000 40,581 40,581 131,422 CHF 132,036 CHF 99.90% 99.90%
19/11/2024 0.56% 3.17 CHF 3.18 CHF 92,000 92,000 40,990 40,990 130,281 CHF 130,902 CHF 100.00% 100.00%
18/11/2024 0.56% 3.21 CHF 3.22 CHF 91,000 91,000 40,848 40,848 130,445 CHF 131,064 CHF 99.90% 99.90%
15/11/2024 0.55% 3.18 CHF 3.19 CHF 91,000 91,000 40,558 40,558 131,087 CHF 131,701 CHF 99.90% 99.90%
14/11/2024 0.54% 3.27 CHF 3.28 CHF 90,000 90,000 40,338 40,338 132,899 CHF 133,511 CHF 100.00% 100.00%
13/11/2024 0.54% 3.29 CHF 3.30 CHF 90,000 90,000 40,404 40,404 133,010 CHF 133,623 CHF 100.00% 100.00%
12/11/2024 0.54% 3.32 CHF 3.33 CHF 89,000 89,000 40,194 40,194 133,537 CHF 134,148 CHF 99.87% 99.87%
11/11/2024 0.54% 3.32 CHF 3.33 CHF 89,000 89,000 40,173 40,173 134,405 CHF 135,015 CHF 99.59% 99.59%

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