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 0.29% 3.38 CHF 3.39 CHF 35,000 35,000 34,533 34,533 117,892 CHF 118,238 CHF 100.00% 100.00%
19/11/2024 0.29% 3.47 CHF 3.48 CHF 34,000 34,000 33,865 33,865 118,527 CHF 118,866 CHF 100.00% 100.00%
18/11/2024 0.28% 3.56 CHF 3.57 CHF 34,000 34,000 33,825 33,825 120,988 CHF 121,327 CHF 100.00% 100.00%
15/11/2024 0.28% 3.59 CHF 3.60 CHF 34,000 34,000 33,432 33,432 120,139 CHF 120,474 CHF 100.00% 100.00%
14/11/2024 0.28% 3.55 CHF 3.56 CHF 34,000 34,000 33,860 33,860 120,922 CHF 121,261 CHF 100.00% 100.00%
13/11/2024 0.27% 3.60 CHF 3.61 CHF 34,000 34,000 33,010 33,010 120,556 CHF 120,886 CHF 100.00% 100.00%
12/11/2024 0.30% 3.24 CHF 3.25 CHF 36,000 36,000 34,939 34,939 115,307 CHF 115,656 CHF 99.86% 99.86%
11/11/2024 0.30% 3.35 CHF 3.36 CHF 35,000 35,000 34,855 34,855 117,201 CHF 117,549 CHF 99.70% 99.70%
08/11/2024 0.31% 3.26 CHF 3.27 CHF 36,000 36,000 35,128 35,128 114,795 CHF 115,147 CHF 99.24% 99.24%
07/11/2024 0.31% 3.28 CHF 3.29 CHF 35,000 35,000 35,058 35,058 114,625 CHF 114,975 CHF 99.39% 99.39%

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