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 0.28% 3.46 CHF 3.47 CHF 36,400 36,400 36,201 36,201 128,454 CHF 128,816 CHF 100.00% 100.00%
19/11/2024 0.29% 3.52 CHF 3.53 CHF 36,900 36,900 36,868 36,868 128,130 CHF 128,499 CHF 100.00% 100.00%
18/11/2024 0.28% 3.52 CHF 3.53 CHF 38,200 38,200 37,911 37,911 134,568 CHF 134,947 CHF 100.00% 100.00%
15/11/2024 0.29% 3.41 CHF 3.42 CHF 39,100 39,100 38,515 38,515 132,484 CHF 132,869 CHF 100.00% 100.00%
14/11/2024 0.31% 3.39 CHF 3.40 CHF 41,500 41,500 42,221 42,221 135,401 CHF 135,823 CHF 99.35% 99.35%
13/11/2024 0.32% 3.04 CHF 3.05 CHF 40,600 40,600 40,206 40,206 124,728 CHF 125,130 CHF 100.00% 100.00%
12/11/2024 0.29% 3.28 CHF 3.29 CHF 38,500 38,500 37,973 37,973 131,680 CHF 132,060 CHF 100.00% 100.00%
11/11/2024 0.29% 3.46 CHF 3.47 CHF 38,400 38,400 38,542 38,542 131,045 CHF 131,430 CHF 99.93% 99.93%
08/11/2024 0.30% 3.28 CHF 3.29 CHF 35,000 35,000 34,800 34,800 115,259 CHF 115,607 CHF 99.40% 99.40%
07/11/2024 0.26% 3.83 CHF 3.84 CHF 36,500 36,500 36,431 36,431 139,982 CHF 140,346 CHF 100.00% 100.00%

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