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 0.26% 3.93 CHF 3.94 CHF 31,200 31,200 30,896 30,896 120,550 CHF 120,859 CHF 100.00% 100.00%
19/11/2024 0.26% 3.92 CHF 3.93 CHF 31,250 31,250 30,814 30,814 119,904 CHF 120,213 CHF 98.97% 98.97%
18/11/2024 0.27% 3.73 CHF 3.74 CHF 30,560 30,560 30,333 30,333 113,577 CHF 113,881 CHF 100.00% 100.00%
15/11/2024 0.27% 3.81 CHF 3.82 CHF 30,870 30,870 30,703 30,703 115,156 CHF 115,463 CHF 72.02% 72.02%
14/11/2024 0.27% 3.69 CHF 3.70 CHF 30,480 30,480 30,295 30,295 113,057 CHF 113,360 CHF 100.00% 100.00%
13/11/2024 0.27% 3.81 CHF 3.82 CHF 30,830 30,830 30,571 30,571 116,258 CHF 116,564 CHF 98.52% 98.52%
12/11/2024 0.27% 3.79 CHF 3.80 CHF 30,780 30,780 30,371 30,371 114,138 CHF 114,442 CHF 99.67% 99.67%
11/11/2024 0.28% 3.67 CHF 3.68 CHF 30,330 30,330 29,939 29,939 108,870 CHF 109,170 CHF 100.00% 100.00%
08/11/2024 0.28% 3.67 CHF 3.68 CHF 30,370 30,370 30,040 30,040 109,628 CHF 109,928 CHF 100.00% 100.00%
07/11/2024 0.28% 3.62 CHF 3.63 CHF 30,290 30,290 29,933 29,933 107,501 CHF 107,800 CHF 100.00% 100.00%

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