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 0.24% 4.14 CHF 4.15 CHF 36,800 36,800 36,800 36,800 156,051 CHF 156,419 CHF 100.00% 100.00%
19/11/2024 0.24% 4.18 CHF 4.19 CHF 36,400 36,400 36,400 36,400 150,352 CHF 150,716 CHF 100.00% 100.00%
18/11/2024 0.23% 4.28 CHF 4.29 CHF 35,500 35,500 35,500 35,500 153,607 CHF 153,962 CHF 100.00% 100.00%
15/11/2024 0.22% 4.41 CHF 4.42 CHF 35,200 35,200 35,200 35,200 158,111 CHF 158,463 CHF 100.00% 100.00%
14/11/2024 0.23% 4.46 CHF 4.47 CHF 36,100 36,100 36,100 36,100 157,978 CHF 158,339 CHF 100.00% 100.00%
13/11/2024 0.23% 4.31 CHF 4.32 CHF 35,300 35,300 35,300 35,300 154,347 CHF 154,700 CHF 100.00% 100.00%
12/11/2024 0.22% 4.44 CHF 4.45 CHF 33,100 33,100 33,100 33,100 152,283 CHF 152,614 CHF 100.00% 100.00%
11/11/2024 0.21% 4.87 CHF 4.88 CHF 34,500 34,500 34,500 34,500 167,502 CHF 167,847 CHF 100.00% 100.00%
08/11/2024 0.22% 4.60 CHF 4.61 CHF 34,700 34,700 34,700 34,700 158,755 CHF 159,102 CHF 100.00% 100.00%
07/11/2024 0.22% 4.58 CHF 4.59 CHF 35,500 35,500 35,500 35,500 164,817 CHF 165,172 CHF 99.67% 99.67%

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