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 0.34% 2.93 CHF 2.94 CHF 135,000 135,000 74,342 74,342 223,173 CHF 223,918 CHF 99.90% 99.90%
19/11/2024 0.35% 2.93 CHF 2.94 CHF 135,000 135,000 74,052 74,052 217,909 CHF 218,651 CHF 100.00% 100.00%
18/11/2024 0.34% 3.01 CHF 3.02 CHF 135,000 135,000 74,270 74,270 222,659 CHF 223,403 CHF 99.54% 99.54%
15/11/2024 0.33% 3.01 CHF 3.02 CHF 135,000 135,000 74,074 74,074 229,874 CHF 230,616 CHF 99.72% 99.72%
14/11/2024 0.32% 3.17 CHF 3.18 CHF 130,000 130,000 71,744 71,744 227,688 CHF 228,407 CHF 100.00% 100.00%
13/11/2024 0.33% 3.08 CHF 3.09 CHF 135,000 135,000 74,237 74,237 228,542 CHF 229,286 CHF 100.00% 100.00%
12/11/2024 0.34% 3.06 CHF 3.07 CHF 135,000 135,000 74,241 74,241 224,629 CHF 225,372 CHF 100.00% 100.00%
11/11/2024 0.33% 3.01 CHF 3.02 CHF 135,000 135,000 74,253 74,253 229,298 CHF 230,042 CHF 100.00% 100.00%
08/11/2024 0.33% 3.09 CHF 3.10 CHF 135,000 135,000 74,410 74,410 231,711 CHF 232,456 CHF 99.20% 99.20%
07/11/2024 0.33% 3.12 CHF 3.13 CHF 135,000 135,000 74,218 74,218 227,607 CHF 228,350 CHF 100.00% 100.00%

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