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
22/11/2024 0.28% 3.64 CHF 3.65 CHF 22,200 22,200 22,447 22,447 80,336 CHF 80,561 CHF 100.00% 100.00%
20/11/2024 0.28% 3.60 CHF 3.61 CHF 21,600 21,600 21,665 21,665 78,191 CHF 78,408 CHF 100.00% 100.00%
19/11/2024 0.29% 3.58 CHF 3.59 CHF 21,600 21,600 22,065 22,065 77,210 CHF 77,431 CHF 100.00% 100.00%
18/11/2024 0.28% 3.61 CHF 3.62 CHF 21,600 21,600 21,735 21,735 77,251 CHF 77,469 CHF 100.00% 100.00%
15/11/2024 0.27% 3.64 CHF 3.65 CHF 21,300 21,300 21,300 21,300 77,904 CHF 78,117 CHF 100.00% 100.00%
14/11/2024 0.28% 3.70 CHF 3.71 CHF 22,100 22,100 22,266 22,266 79,818 CHF 80,041 CHF 100.00% 100.00%
13/11/2024 0.28% 3.46 CHF 3.47 CHF 22,300 22,300 22,164 22,164 77,891 CHF 78,113 CHF 100.00% 100.00%
12/11/2024 0.28% 3.54 CHF 3.55 CHF 21,400 21,400 21,051 21,051 75,879 CHF 76,089 CHF 99.85% 99.85%
11/11/2024 0.26% 3.77 CHF 3.78 CHF 21,000 21,000 20,947 20,947 79,640 CHF 79,850 CHF 99.67% 99.67%
08/11/2024 0.26% 3.75 CHF 3.76 CHF 21,000 21,000 20,975 20,975 79,237 CHF 79,446 CHF 99.16% 99.16%

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