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 0.43% 4.76 CHF 4.78 CHF 33,500 33,500 33,568 33,568 156,971 CHF 157,642 CHF 99.64% 99.64%
20/11/2024 0.48% 4.09 CHF 4.11 CHF 37,900 37,900 37,690 37,690 157,275 CHF 158,029 CHF 99.43% 99.43%
19/11/2024 0.49% 4.07 CHF 4.09 CHF 37,500 37,500 37,495 37,495 154,003 CHF 154,753 CHF 100.00% 100.00%
18/11/2024 0.49% 4.15 CHF 4.17 CHF 38,300 38,300 38,299 38,299 156,551 CHF 157,317 CHF 99.88% 99.88%
15/11/2024 0.50% 4.07 CHF 4.09 CHF 38,800 38,800 39,069 39,069 157,092 CHF 157,873 CHF 100.00% 100.00%
14/11/2024 0.51% 3.97 CHF 3.99 CHF 40,500 40,500 40,745 40,745 158,051 CHF 158,866 CHF 98.51% 98.51%
13/11/2024 0.53% 3.77 CHF 3.79 CHF 42,100 42,100 42,306 42,306 158,784 CHF 159,631 CHF 100.00% 100.00%
12/11/2024 0.53% 3.63 CHF 3.65 CHF 40,600 40,600 40,176 40,176 150,580 CHF 151,384 CHF 99.88% 99.88%
11/11/2024 0.51% 3.92 CHF 3.94 CHF 41,200 41,200 41,390 41,390 161,279 CHF 162,107 CHF 100.00% 100.00%
08/11/2024 0.54% 3.70 CHF 3.72 CHF 40,600 40,600 40,570 40,570 151,247 CHF 152,058 CHF 98.30% 98.30%

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