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 0.30% 3.40 CHF 3.41 CHF 30,000 30,000 29,496 29,496 101,568 CHF 101,864 CHF 97.40% 97.40%
19/11/2024 0.31% 3.34 CHF 3.35 CHF 30,000 30,000 29,091 29,091 98,407 CHF 98,699 CHF 96.44% 96.44%
18/11/2024 0.31% 3.29 CHF 3.30 CHF 30,000 30,000 29,939 29,939 95,749 CHF 96,048 CHF 99.40% 99.40%
15/11/2024 0.34% 3.01 CHF 3.02 CHF 30,000 30,000 29,487 29,487 87,848 CHF 88,143 CHF 98.18% 98.18%
14/11/2024 0.36% 2.95 CHF 2.96 CHF 30,000 30,000 29,376 29,376 82,823 CHF 83,117 CHF 94.94% 94.94%
13/11/2024 0.35% 2.92 CHF 2.93 CHF 30,000 30,000 29,441 29,441 85,552 CHF 85,847 CHF 98.74% 98.74%
12/11/2024 0.34% 2.85 CHF 2.86 CHF 30,000 30,000 29,517 29,517 87,297 CHF 87,593 CHF 95.70% 95.70%
11/11/2024 0.33% 3.09 CHF 3.10 CHF 30,000 30,000 29,234 29,234 91,989 CHF 92,282 CHF 95.21% 95.21%
08/11/2024 0.38% 2.69 CHF 2.70 CHF 30,000 30,000 29,547 29,547 79,504 CHF 79,802 CHF 95.72% 95.72%
07/11/2024 0.37% 2.81 CHF 2.82 CHF 30,000 30,000 28,755 28,755 80,768 CHF 81,057 CHF 95.52% 96.20%

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