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 0.25% 4.05 CHF 4.06 CHF 87,000 87,000 32,143 32,143 131,651 CHF 131,973 CHF 99.82% 99.82%
19/11/2024 0.25% 4.00 CHF 4.01 CHF 88,000 88,000 32,885 32,885 132,646 CHF 132,975 CHF 100.00% 100.00%
18/11/2024 0.25% 4.08 CHF 4.09 CHF 87,000 87,000 32,859 32,859 131,821 CHF 132,151 CHF 99.84% 99.84%
15/11/2024 0.25% 4.01 CHF 4.02 CHF 87,000 87,000 31,814 31,814 131,122 CHF 131,441 CHF 99.47% 99.47%
14/11/2024 0.23% 4.34 CHF 4.35 CHF 84,000 84,000 30,439 30,439 134,319 CHF 134,624 CHF 99.96% 99.96%
13/11/2024 0.22% 4.36 CHF 4.37 CHF 84,000 84,000 30,776 30,776 138,952 CHF 139,261 CHF 99.84% 99.84%
12/11/2024 0.21% 4.54 CHF 4.55 CHF 83,000 83,000 29,068 29,068 136,135 CHF 136,426 CHF 99.26% 99.26%
11/11/2024 0.20% 4.99 CHF 5.00 CHF 79,000 79,000 29,070 29,070 148,396 CHF 148,687 CHF 99.89% 99.89%
08/11/2024 0.19% 5.37 CHF 5.38 CHF 76,000 76,000 28,291 28,291 150,283 CHF 150,567 CHF 100.00% 100.00%
07/11/2024 0.19% 5.35 CHF 5.36 CHF 76,000 76,000 28,435 28,435 152,410 CHF 152,695 CHF 99.76% 99.76%

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