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 0.21% 4.78 CHF 4.79 CHF 183,000 183,000 101,085 101,085 481,182 CHF 482,195 CHF 100.00% 100.00%
20/11/2024 0.22% 4.64 CHF 4.65 CHF 188,000 188,000 101,966 101,966 477,485 CHF 478,508 CHF 99.90% 99.90%
19/11/2024 0.22% 4.72 CHF 4.73 CHF 185,000 185,000 102,504 102,504 479,291 CHF 480,318 CHF 100.00% 100.00%
18/11/2024 0.22% 4.72 CHF 4.73 CHF 185,000 185,000 102,565 102,565 476,183 CHF 477,211 CHF 99.89% 99.89%
15/11/2024 0.22% 4.60 CHF 4.61 CHF 188,000 188,000 103,028 103,028 477,290 CHF 478,323 CHF 99.90% 99.90%
14/11/2024 0.22% 4.66 CHF 4.67 CHF 188,000 188,000 103,126 103,126 476,294 CHF 477,327 CHF 99.22% 99.22%
13/11/2024 0.22% 4.55 CHF 4.56 CHF 190,000 190,000 104,291 104,291 472,828 CHF 473,873 CHF 100.00% 100.00%
12/11/2024 0.22% 4.58 CHF 4.59 CHF 190,000 190,000 104,475 104,475 474,493 CHF 475,539 CHF 99.40% 99.40%
11/11/2024 0.22% 4.50 CHF 4.51 CHF 190,000 190,000 103,591 103,591 473,397 CHF 474,434 CHF 99.66% 99.66%
08/11/2024 0.22% 4.60 CHF 4.61 CHF 190,000 190,000 103,201 103,201 476,749 CHF 477,782 CHF 97.59% 97.59%

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