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 0.27% 3.73 CHF 3.74 CHF 25,000 25,000 25,000 25,000 93,243 CHF 93,493 CHF 100.00% 100.00%
19/11/2024 0.27% 3.67 CHF 3.68 CHF 25,000 25,000 25,000 25,000 91,478 CHF 91,728 CHF 99.91% 99.91%
18/11/2024 0.27% 3.71 CHF 3.72 CHF 25,000 25,000 25,000 25,000 92,792 CHF 93,042 CHF 99.91% 99.91%
15/11/2024 0.27% 3.71 CHF 3.72 CHF 25,000 25,000 25,000 25,000 93,279 CHF 93,529 CHF 100.00% 100.00%
14/11/2024 0.27% 3.75 CHF 3.76 CHF 25,000 25,000 25,000 25,000 93,841 CHF 94,091 CHF 100.00% 100.00%
13/11/2024 0.27% 3.70 CHF 3.71 CHF 25,000 25,000 25,000 25,000 92,310 CHF 92,560 CHF 100.00% 100.00%
12/11/2024 0.27% 3.67 CHF 3.68 CHF 25,000 25,000 25,000 25,000 91,581 CHF 91,831 CHF 99.70% 99.70%
11/11/2024 0.27% 3.64 CHF 3.65 CHF 25,000 25,000 25,000 25,000 91,018 CHF 91,268 CHF 99.91% 99.91%
08/11/2024 0.28% 3.58 CHF 3.59 CHF 25,000 25,000 25,000 25,000 89,140 CHF 89,390 CHF 100.00% 100.00%
07/11/2024 0.28% 3.59 CHF 3.60 CHF 25,000 25,000 25,000 25,000 90,454 CHF 90,704 CHF 95.89% 95.89%

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