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 0.72% 4.32 CHF 4.35 CHF 22,970 22,970 22,666 22,666 95,123 CHF 95,803 CHF 100.00% 100.00%
19/11/2024 0.71% 4.25 CHF 4.28 CHF 24,330 24,330 24,048 24,048 101,705 CHF 102,427 CHF 100.00% 100.00%
18/11/2024 0.75% 4.08 CHF 4.11 CHF 25,220 25,220 24,911 24,911 100,470 CHF 101,218 CHF 100.00% 100.00%
15/11/2024 0.77% 3.94 CHF 3.97 CHF 27,840 27,840 27,774 27,774 107,635 CHF 108,468 CHF 71.44% 71.44%
14/11/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
13/11/2024 0.87% 3.52 CHF 3.55 CHF 27,450 27,450 27,165 27,165 94,416 CHF 95,231 CHF 98.97% 98.97%
12/11/2024 0.86% 3.54 CHF 3.57 CHF 29,110 29,110 28,755 28,755 100,743 CHF 101,607 CHF 100.00% 100.00%
11/11/2024 0.90% 3.36 CHF 3.39 CHF 27,440 27,440 27,197 27,197 91,371 CHF 92,188 CHF 100.00% 100.00%
08/11/2024 0.87% 3.53 CHF 3.56 CHF 29,230 29,230 28,878 28,878 100,290 CHF 101,157 CHF 100.00% 100.00%
07/11/2024 0.90% 3.34 CHF 3.37 CHF 28,080 28,080 27,889 27,889 93,833 CHF 94,671 CHF 100.00% 100.00%

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