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 0.24% 4.22 CHF 4.23 CHF 168,000 168,000 74,847 74,847 321,413 CHF 322,164 CHF 99.90% 99.90%
19/11/2024 0.24% 4.30 CHF 4.31 CHF 168,000 168,000 75,401 75,401 318,232 CHF 318,988 CHF 100.00% 100.00%
18/11/2024 0.23% 4.32 CHF 4.33 CHF 166,000 166,000 74,333 74,333 322,946 CHF 323,690 CHF 99.90% 99.90%
15/11/2024 0.23% 4.38 CHF 4.39 CHF 166,000 166,000 71,673 71,673 324,914 CHF 325,636 CHF 99.69% 99.69%
14/11/2024 0.21% 4.73 CHF 4.74 CHF 160,000 160,000 69,676 69,676 335,556 CHF 336,254 CHF 100.00% 100.00%
13/11/2024 0.22% 4.72 CHF 4.73 CHF 160,000 160,000 72,225 72,225 333,236 CHF 333,960 CHF 100.00% 100.00%
12/11/2024 0.23% 4.45 CHF 4.46 CHF 164,000 164,000 73,236 73,236 327,717 CHF 328,451 CHF 100.00% 100.00%
11/11/2024 0.22% 4.47 CHF 4.48 CHF 164,000 164,000 72,753 72,753 328,959 CHF 329,688 CHF 100.00% 100.00%
08/11/2024 0.22% 4.52 CHF 4.53 CHF 164,000 164,000 73,304 73,304 332,375 CHF 333,109 CHF 100.00% 100.00%
07/11/2024 0.23% 4.60 CHF 4.61 CHF 164,000 164,000 73,577 73,577 332,261 CHF 332,999 CHF 99.33% 99.33%

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