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% 3.80 CHF 3.81 CHF 30,000 30,000 29,953 29,953 115,084 CHF 115,384 CHF 95.77% 95.77%
19/11/2024 0.26% 3.73 CHF 3.74 CHF 30,000 30,000 29,974 29,974 113,277 CHF 113,577 CHF 94.02% 94.02%
18/11/2024 0.28% 3.69 CHF 3.70 CHF 30,000 30,000 29,978 29,978 107,754 CHF 108,053 CHF 99.33% 99.33%
15/11/2024 0.30% 3.41 CHF 3.42 CHF 30,000 30,000 29,989 29,989 101,218 CHF 101,517 CHF 96.76% 96.76%
14/11/2024 0.31% 3.34 CHF 3.35 CHF 30,000 30,000 29,887 29,887 96,087 CHF 96,386 CHF 93.97% 93.97%
13/11/2024 0.30% 3.32 CHF 3.33 CHF 30,000 30,000 29,996 29,996 99,091 CHF 99,391 CHF 98.05% 98.05%
12/11/2024 0.30% 3.24 CHF 3.25 CHF 30,000 30,000 29,833 29,833 100,086 CHF 100,385 CHF 97.34% 97.34%
11/11/2024 0.28% 3.49 CHF 3.50 CHF 30,000 30,000 29,947 29,947 106,128 CHF 106,427 CHF 96.65% 96.65%
08/11/2024 0.32% 3.09 CHF 3.10 CHF 30,000 30,000 29,907 29,907 92,329 CHF 92,629 CHF 95.66% 95.66%
07/11/2024 0.31% 3.20 CHF 3.21 CHF 30,000 30,000 29,944 29,944 95,935 CHF 96,234 CHF 93.39% 94.31%

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