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 0.26% 3.87 CHF 3.88 CHF 135,000 135,000 74,342 74,342 293,310 CHF 294,055 CHF 99.90% 99.90%
19/11/2024 0.26% 3.87 CHF 3.88 CHF 135,000 135,000 74,054 74,054 287,591 CHF 288,333 CHF 100.00% 100.00%
18/11/2024 0.26% 3.96 CHF 3.97 CHF 135,000 135,000 74,279 74,279 292,907 CHF 293,651 CHF 99.55% 99.55%
15/11/2024 0.25% 3.95 CHF 3.96 CHF 135,000 135,000 74,334 74,334 301,012 CHF 301,757 CHF 99.33% 99.33%
14/11/2024 0.25% 4.11 CHF 4.12 CHF 130,000 130,000 71,748 71,748 295,624 CHF 296,342 CHF 100.00% 100.00%
13/11/2024 0.25% 4.02 CHF 4.03 CHF 135,000 135,000 74,232 74,232 298,303 CHF 299,046 CHF 100.00% 100.00%
12/11/2024 0.26% 4.00 CHF 4.01 CHF 135,000 135,000 74,226 74,226 294,244 CHF 294,987 CHF 100.00% 100.00%
11/11/2024 0.25% 3.95 CHF 3.96 CHF 135,000 135,000 74,246 74,246 298,754 CHF 299,498 CHF 100.00% 100.00%
08/11/2024 0.25% 4.02 CHF 4.03 CHF 135,000 135,000 74,409 74,409 300,716 CHF 301,462 CHF 99.20% 99.20%
07/11/2024 0.26% 4.05 CHF 4.06 CHF 135,000 135,000 74,204 74,204 296,555 CHF 297,298 CHF 100.00% 100.00%

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