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 4.28% 3.66 CHF 3.76 CHF 50,000 50,000 26,514 18,685 104,779 CHF 75,121 CHF 99.58% 99.58%
19/11/2024 4.54% 3.71 CHF 3.81 CHF 50,000 50,000 27,499 19,999 102,706 CHF 77,121 CHF 86.43% 86.43%
18/11/2024 4.45% 4.04 CHF 4.14 CHF 50,000 50,000 26,514 18,686 104,478 CHF 76,576 CHF 99.56% 99.56%
15/11/2024 3.78% 4.01 CHF 4.11 CHF 50,000 50,000 26,509 18,679 119,068 CHF 84,931 CHF 99.59% 99.59%
14/11/2024 3.62% 4.86 CHF 4.96 CHF 50,000 50,000 26,514 18,685 129,221 CHF 94,158 CHF 99.56% 99.56%
13/11/2024 3.87% 4.48 CHF 4.58 CHF 50,000 50,000 26,654 18,872 118,952 CHF 86,439 CHF 97.50% 97.50%
12/11/2024 4.14% 4.43 CHF 4.53 CHF 50,000 50,000 26,685 18,914 113,470 CHF 83,710 CHF 96.96% 96.96%
11/11/2024 3.80% 4.23 CHF 4.33 CHF 50,000 50,000 26,510 18,680 121,471 CHF 88,020 CHF 99.57% 99.57%
08/11/2024 3.64% 4.73 CHF 4.83 CHF 50,000 50,000 26,510 18,681 127,738 CHF 92,779 CHF 99.59% 99.59%
07/11/2024 3.86% 4.91 CHF 5.01 CHF 50,000 50,000 26,511 18,682 121,279 CHF 88,668 CHF 99.60% 99.60%

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