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 0.49% 4.00 CHF 4.02 CHF 98,500 98,500 98,500 98,500 399,863 CHF 401,833 CHF 100.00% 100.00%
19/11/2024 0.51% 3.88 CHF 3.90 CHF 98,800 98,800 98,800 98,800 385,217 CHF 387,193 CHF 100.00% 100.00%
18/11/2024 0.55% 3.92 CHF 3.94 CHF 108,500 108,500 108,500 108,500 394,552 CHF 396,722 CHF 100.00% 100.00%
15/11/2024 0.53% 3.84 CHF 3.86 CHF 100,700 100,700 100,700 100,700 376,134 CHF 378,148 CHF 100.00% 100.00%
14/11/2024 0.51% 3.89 CHF 3.91 CHF 101,900 101,900 101,900 101,900 396,495 CHF 398,533 CHF 99.91% 99.91%
13/11/2024 0.53% 3.75 CHF 3.77 CHF 103,200 103,200 103,200 103,200 385,419 CHF 387,483 CHF 100.00% 100.00%
12/11/2024 0.53% 3.65 CHF 3.67 CHF 103,800 103,800 103,800 103,800 393,846 CHF 395,922 CHF 100.00% 100.00%
11/11/2024 0.51% 3.70 CHF 3.72 CHF 93,100 93,100 93,100 93,100 367,796 CHF 369,658 CHF 100.00% 100.00%
08/11/2024 0.45% 4.20 CHF 4.22 CHF 85,200 85,200 85,200 85,200 375,657 CHF 377,361 CHF 100.00% 100.00%
07/11/2024 0.45% 4.65 CHF 4.67 CHF 87,600 87,600 87,600 87,600 390,993 CHF 392,745 CHF 100.00% 100.00%

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