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 0.22% 4.72 CHF 4.73 CHF 193,000 193,000 61,682 61,682 291,129 CHF 291,750 CHF 99.90% 99.90%
19/11/2024 0.23% 4.50 CHF 4.51 CHF 199,000 199,000 63,552 63,552 282,685 CHF 283,321 CHF 100.00% 100.00%
18/11/2024 0.24% 4.41 CHF 4.42 CHF 200,000 200,000 63,769 63,769 272,546 CHF 273,185 CHF 99.87% 99.87%
15/11/2024 0.24% 4.23 CHF 4.24 CHF 210,000 210,000 65,015 65,015 278,618 CHF 279,269 CHF 100.00% 100.00%
14/11/2024 0.23% 4.39 CHF 4.40 CHF 200,000 200,000 63,771 63,771 279,374 CHF 280,012 CHF 100.00% 100.00%
13/11/2024 0.24% 4.31 CHF 4.32 CHF 200,000 200,000 66,051 66,051 281,498 CHF 282,160 CHF 100.00% 100.00%
12/11/2024 0.25% 4.12 CHF 4.13 CHF 210,000 210,000 66,990 66,990 275,905 CHF 276,576 CHF 100.00% 100.00%
11/11/2024 0.26% 4.06 CHF 4.07 CHF 210,000 210,000 66,982 66,982 269,215 CHF 269,886 CHF 100.00% 100.00%
08/11/2024 0.26% 3.92 CHF 3.93 CHF 220,000 220,000 69,716 69,716 275,157 CHF 275,855 CHF 100.00% 100.00%
07/11/2024 0.27% 3.90 CHF 3.91 CHF 220,000 220,000 70,127 70,127 270,101 CHF 270,803 CHF 100.00% 100.00%

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