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 0.20% 4.94 CHF 4.95 CHF 43,500 43,500 43,089 43,089 215,291 CHF 215,722 CHF 100.00% 100.00%
19/11/2024 0.20% 4.93 CHF 4.94 CHF 44,000 44,000 43,234 43,234 214,161 CHF 214,594 CHF 98.93% 98.93%
18/11/2024 0.20% 4.98 CHF 4.99 CHF 43,500 43,500 43,512 43,512 215,052 CHF 215,488 CHF 100.00% 100.00%
15/11/2024 0.20% 4.93 CHF 4.94 CHF 44,000 44,000 44,056 44,056 215,699 CHF 216,140 CHF 72.18% 72.18%
14/11/2024 0.21% 4.87 CHF 4.88 CHF 44,500 44,500 44,095 44,095 211,787 CHF 212,228 CHF 100.00% 100.00%
13/11/2024 0.21% 4.73 CHF 4.74 CHF 44,500 44,500 44,524 44,524 210,051 CHF 210,497 CHF 99.57% 99.57%
12/11/2024 0.21% 4.63 CHF 4.64 CHF 45,000 45,000 44,471 44,471 209,457 CHF 209,902 CHF 100.00% 100.00%
11/11/2024 0.21% 4.82 CHF 4.83 CHF 44,500 44,500 44,081 44,081 212,100 CHF 212,541 CHF 100.00% 100.00%
08/11/2024 0.22% 4.68 CHF 4.69 CHF 45,000 45,000 44,578 44,578 209,231 CHF 209,677 CHF 100.00% 100.00%
07/11/2024 0.21% 4.79 CHF 4.80 CHF 45,000 45,000 44,339 44,339 213,490 CHF 213,934 CHF 100.00% 100.00%

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