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 0.31% 3.02 CHF 3.03 CHF 189,300 189,300 189,300 189,300 613,987 CHF 615,880 CHF 100.00% 100.00%
19/11/2024 0.34% 3.08 CHF 3.09 CHF 175,100 175,100 175,100 175,100 520,273 CHF 522,024 CHF 100.00% 100.00%
18/11/2024 0.30% 3.46 CHF 3.47 CHF 176,800 176,800 176,800 176,800 595,242 CHF 597,010 CHF 98.94% 98.94%
15/11/2024 0.28% 3.42 CHF 3.43 CHF 165,300 165,300 165,300 165,300 594,294 CHF 595,947 CHF 100.00% 100.00%
14/11/2024 0.28% 3.71 CHF 3.72 CHF 188,700 188,700 188,700 188,700 672,144 CHF 674,031 CHF 100.00% 100.00%
13/11/2024 0.31% 3.13 CHF 3.14 CHF 185,600 185,600 185,600 185,600 590,715 CHF 592,571 CHF 99.46% 99.46%
12/11/2024 0.25% 3.21 CHF 3.22 CHF 128,900 128,900 128,900 128,900 514,793 CHF 516,082 CHF 100.00% 100.00%
11/11/2024 0.21% 4.81 CHF 4.82 CHF 145,400 145,400 145,370 145,370 700,903 CHF 702,357 CHF 100.00% 100.00%
08/11/2024 0.23% 4.23 CHF 4.24 CHF 126,300 126,300 126,300 126,300 561,199 CHF 562,462 CHF 99.87% 99.87%
07/11/2024 0.21% 4.99 CHF 5.00 CHF 136,600 136,600 136,600 136,600 659,660 CHF 661,026 CHF 99.67% 99.67%

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