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 0.25% 3.90 CHF 3.91 CHF 42,000 42,000 42,000 42,000 165,084 CHF 165,504 CHF 99.48% 99.48%
19/11/2024 0.26% 3.85 CHF 3.86 CHF 42,000 42,000 42,033 42,033 161,825 CHF 162,245 CHF 100.00% 100.00%
18/11/2024 0.26% 3.88 CHF 3.89 CHF 42,000 42,000 42,000 42,000 162,550 CHF 162,970 CHF 99.90% 99.90%
15/11/2024 0.26% 3.83 CHF 3.84 CHF 42,000 42,000 42,773 42,773 161,452 CHF 161,880 CHF 100.00% 100.00%
14/11/2024 0.26% 3.88 CHF 3.89 CHF 42,000 42,000 42,798 42,798 161,889 CHF 162,317 CHF 98.60% 98.60%
13/11/2024 0.26% 3.89 CHF 3.90 CHF 42,000 42,000 42,000 42,000 163,092 CHF 163,512 CHF 100.00% 100.00%
12/11/2024 0.26% 3.78 CHF 3.79 CHF 43,000 43,000 42,097 42,097 161,673 CHF 162,094 CHF 99.88% 99.88%
11/11/2024 0.25% 3.94 CHF 3.95 CHF 42,000 42,000 41,868 41,868 165,348 CHF 165,767 CHF 100.00% 100.00%
08/11/2024 0.25% 3.93 CHF 3.94 CHF 42,000 42,000 42,000 42,000 164,899 CHF 165,319 CHF 98.29% 98.29%
07/11/2024 0.25% 3.97 CHF 3.98 CHF 42,000 42,000 41,472 41,472 165,748 CHF 166,162 CHF 100.00% 100.00%

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