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 0.22% 4.64 CHF 4.65 CHF 135,000 135,000 74,343 74,343 350,247 CHF 350,992 CHF 99.90% 99.90%
19/11/2024 0.22% 4.63 CHF 4.64 CHF 135,000 135,000 74,053 74,053 344,112 CHF 344,854 CHF 100.00% 100.00%
18/11/2024 0.22% 4.72 CHF 4.73 CHF 135,000 135,000 74,278 74,278 349,828 CHF 350,572 CHF 99.55% 99.55%
15/11/2024 0.21% 4.72 CHF 4.73 CHF 135,000 135,000 74,073 74,073 356,744 CHF 357,487 CHF 99.72% 99.72%
14/11/2024 0.21% 4.88 CHF 4.89 CHF 130,000 130,000 71,744 71,744 350,587 CHF 351,306 CHF 100.00% 100.00%
13/11/2024 0.21% 4.78 CHF 4.79 CHF 135,000 135,000 74,232 74,232 354,888 CHF 355,632 CHF 100.00% 100.00%
12/11/2024 0.22% 4.76 CHF 4.77 CHF 135,000 135,000 74,226 74,226 350,723 CHF 351,467 CHF 100.00% 100.00%
11/11/2024 0.21% 4.71 CHF 4.72 CHF 135,000 135,000 74,245 74,245 355,099 CHF 355,843 CHF 100.00% 100.00%
08/11/2024 0.21% 4.78 CHF 4.79 CHF 135,000 135,000 74,411 74,411 356,686 CHF 357,432 CHF 99.18% 99.18%
07/11/2024 0.21% 4.80 CHF 4.81 CHF 135,000 135,000 74,219 74,219 352,474 CHF 353,217 CHF 100.00% 100.00%

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