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 0.31% 3.16 CHF 3.17 CHF 32,100 32,100 31,263 31,263 101,512 CHF 101,825 CHF 100.00% 100.00%
19/11/2024 0.31% 3.17 CHF 3.18 CHF 32,200 32,200 31,353 31,353 100,226 CHF 100,540 CHF 100.00% 100.00%
18/11/2024 0.31% 3.23 CHF 3.24 CHF 32,500 32,500 31,654 31,654 101,636 CHF 101,952 CHF 100.00% 100.00%
15/11/2024 0.32% 3.14 CHF 3.15 CHF 32,800 32,800 31,945 31,945 100,902 CHF 101,222 CHF 100.00% 100.00%
14/11/2024 0.32% 3.11 CHF 3.12 CHF 32,200 32,200 31,358 31,358 96,603 CHF 96,916 CHF 99.35% 99.35%
13/11/2024 0.31% 3.16 CHF 3.17 CHF 32,200 32,200 31,362 31,362 101,249 CHF 101,563 CHF 100.00% 100.00%
12/11/2024 0.31% 3.14 CHF 3.15 CHF 30,700 30,700 29,900 29,900 95,832 CHF 96,131 CHF 100.00% 100.00%
11/11/2024 0.29% 3.35 CHF 3.36 CHF 28,700 28,700 27,952 27,952 94,743 CHF 95,022 CHF 99.93% 99.93%
08/11/2024 0.26% 3.65 CHF 3.66 CHF 25,200 25,200 23,338 23,338 90,759 CHF 90,993 CHF 100.00% 100.00%
07/11/2024 0.23% 4.50 CHF 4.51 CHF 26,100 26,100 25,409 25,409 110,829 CHF 111,083 CHF 98.39% 98.39%

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