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 0.58% 3.31 CHF 3.33 CHF 78,800 78,800 78,800 78,800 272,171 CHF 273,747 CHF 100.00% 100.00%
19/11/2024 0.60% 3.38 CHF 3.40 CHF 78,100 78,100 78,100 78,100 257,510 CHF 259,072 CHF 100.00% 100.00%
18/11/2024 0.58% 3.54 CHF 3.56 CHF 80,100 80,100 80,100 80,100 276,706 CHF 278,308 CHF 98.97% 98.97%
15/11/2024 0.56% 3.36 CHF 3.38 CHF 75,600 75,600 75,600 75,600 269,879 CHF 271,391 CHF 100.00% 100.00%
14/11/2024 0.53% 3.87 CHF 3.89 CHF 76,700 76,700 76,700 76,700 290,689 CHF 292,223 CHF 100.00% 100.00%
13/11/2024 0.53% 3.72 CHF 3.74 CHF 74,800 74,800 74,800 74,800 280,301 CHF 281,797 CHF 99.88% 99.88%
12/11/2024 0.48% 4.01 CHF 4.03 CHF 68,500 68,500 68,500 68,500 285,127 CHF 286,497 CHF 100.00% 100.00%
11/11/2024 0.46% 4.38 CHF 4.40 CHF 67,100 67,100 67,100 67,100 290,195 CHF 291,537 CHF 100.00% 100.00%
08/11/2024 0.50% 4.01 CHF 4.03 CHF 67,400 67,400 67,400 67,400 268,764 CHF 270,112 CHF 100.00% 100.00%
07/11/2024 0.49% 4.16 CHF 4.18 CHF 68,400 68,400 68,400 68,400 280,785 CHF 282,153 CHF 99.68% 99.68%

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