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 0.29% 3.38 CHF 3.39 CHF 43,500 43,500 43,091 43,091 148,160 CHF 148,591 CHF 100.00% 100.00%
19/11/2024 0.30% 3.37 CHF 3.38 CHF 44,000 44,000 43,234 43,234 146,819 CHF 147,252 CHF 98.94% 98.94%
18/11/2024 0.30% 3.42 CHF 3.43 CHF 43,500 43,500 43,512 43,512 147,266 CHF 147,702 CHF 100.00% 100.00%
15/11/2024 0.30% 3.38 CHF 3.39 CHF 44,000 44,000 44,059 44,059 147,176 CHF 147,617 CHF 72.16% 72.16%
14/11/2024 0.31% 3.31 CHF 3.32 CHF 44,500 44,500 44,097 44,097 143,209 CHF 143,650 CHF 100.00% 100.00%
13/11/2024 0.32% 3.17 CHF 3.18 CHF 44,500 44,500 44,521 44,521 140,778 CHF 141,224 CHF 99.57% 99.57%
12/11/2024 0.32% 3.07 CHF 3.08 CHF 45,000 45,000 44,490 44,490 140,323 CHF 140,768 CHF 100.00% 100.00%
11/11/2024 0.31% 3.27 CHF 3.28 CHF 44,500 44,500 44,083 44,083 143,507 CHF 143,948 CHF 100.00% 100.00%
08/11/2024 0.32% 3.12 CHF 3.13 CHF 45,000 45,000 44,578 44,578 139,861 CHF 140,307 CHF 100.00% 100.00%
07/11/2024 0.31% 3.24 CHF 3.25 CHF 45,000 45,000 44,343 44,343 144,596 CHF 145,040 CHF 100.00% 100.00%

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