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 0.22% 4.63 CHF 4.64 CHF 183,000 183,000 101,098 101,098 465,879 CHF 466,892 CHF 100.00% 100.00%
20/11/2024 0.23% 4.49 CHF 4.50 CHF 188,000 188,000 101,965 101,965 462,105 CHF 463,128 CHF 99.90% 99.90%
19/11/2024 0.23% 4.57 CHF 4.58 CHF 185,000 185,000 102,505 102,505 463,892 CHF 464,919 CHF 100.00% 100.00%
18/11/2024 0.23% 4.57 CHF 4.58 CHF 185,000 185,000 102,564 102,564 460,735 CHF 461,763 CHF 99.89% 99.89%
15/11/2024 0.23% 4.45 CHF 4.46 CHF 188,000 188,000 103,027 103,027 461,689 CHF 462,721 CHF 99.90% 99.90%
14/11/2024 0.23% 4.51 CHF 4.52 CHF 188,000 188,000 103,067 103,067 460,461 CHF 461,493 CHF 99.39% 99.39%
13/11/2024 0.23% 4.40 CHF 4.41 CHF 190,000 190,000 104,289 104,289 457,195 CHF 458,240 CHF 100.00% 100.00%
12/11/2024 0.23% 4.44 CHF 4.45 CHF 190,000 190,000 104,297 104,297 458,081 CHF 459,126 CHF 100.00% 100.00%
11/11/2024 0.23% 4.35 CHF 4.36 CHF 190,000 190,000 103,590 103,590 457,940 CHF 458,978 CHF 99.65% 99.65%
08/11/2024 0.23% 4.45 CHF 4.46 CHF 190,000 190,000 103,935 103,935 464,743 CHF 465,784 CHF 100.00% 100.00%

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