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 0.24% 4.14 CHF 4.15 CHF 42,000 42,000 42,000 42,000 175,160 CHF 175,580 CHF 99.48% 99.48%
19/11/2024 0.24% 4.09 CHF 4.10 CHF 42,000 42,000 42,033 42,033 171,905 CHF 172,326 CHF 100.00% 100.00%
18/11/2024 0.24% 4.12 CHF 4.13 CHF 42,000 42,000 42,000 42,000 172,620 CHF 173,040 CHF 99.89% 99.89%
15/11/2024 0.25% 4.07 CHF 4.08 CHF 42,000 42,000 42,773 42,773 171,706 CHF 172,134 CHF 100.00% 100.00%
14/11/2024 0.25% 4.12 CHF 4.13 CHF 42,000 42,000 42,797 42,797 172,151 CHF 172,579 CHF 98.50% 98.50%
13/11/2024 0.24% 4.13 CHF 4.14 CHF 42,000 42,000 42,000 42,000 173,161 CHF 173,581 CHF 100.00% 100.00%
12/11/2024 0.24% 4.02 CHF 4.03 CHF 43,000 43,000 42,097 42,097 171,762 CHF 172,183 CHF 99.88% 99.88%
11/11/2024 0.24% 4.18 CHF 4.19 CHF 42,000 42,000 41,868 41,868 175,373 CHF 175,792 CHF 100.00% 100.00%
08/11/2024 0.24% 4.17 CHF 4.18 CHF 42,000 42,000 42,000 42,000 174,961 CHF 175,381 CHF 98.29% 98.29%
07/11/2024 0.24% 4.21 CHF 4.22 CHF 42,000 42,000 41,472 41,472 175,679 CHF 176,093 CHF 100.00% 100.00%

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