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 0.23% 4.25 CHF 4.26 CHF 40,000 40,000 40,000 40,000 172,020 CHF 172,420 CHF 100.00% 100.00%
19/11/2024 0.23% 4.29 CHF 4.30 CHF 25,000 25,000 25,000 25,000 106,516 CHF 106,766 CHF 99.90% 99.90%
18/11/2024 0.23% 4.42 CHF 4.43 CHF 25,000 25,000 25,000 25,000 108,787 CHF 109,037 CHF 99.89% 99.89%
15/11/2024 0.23% 4.35 CHF 4.36 CHF 25,000 25,000 25,000 25,000 108,216 CHF 108,466 CHF 100.00% 100.00%
14/11/2024 0.24% 4.26 CHF 4.27 CHF 25,000 25,000 25,000 25,000 105,663 CHF 105,913 CHF 100.00% 100.00%
13/11/2024 0.25% 3.96 CHF 3.97 CHF 25,000 25,000 25,000 25,000 99,647 CHF 99,897 CHF 100.00% 100.00%
12/11/2024 0.24% 3.94 CHF 3.95 CHF 25,000 25,000 25,000 25,000 103,014 CHF 103,264 CHF 99.72% 99.72%
11/11/2024 0.23% 4.24 CHF 4.25 CHF 25,000 25,000 25,000 25,000 106,911 CHF 107,161 CHF 99.91% 99.91%
08/11/2024 0.23% 4.20 CHF 4.21 CHF 25,000 25,000 25,000 25,000 107,717 CHF 107,967 CHF 100.00% 100.00%
07/11/2024 0.22% 4.45 CHF 4.46 CHF 25,000 25,000 25,000 25,000 111,064 CHF 111,314 CHF 99.91% 99.91%

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