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% 4.59 CHF 4.60 CHF 25,000 25,000 25,000 25,000 113,828 CHF 114,078 CHF 99.73% 99.73%
19/11/2024 0.22% 4.55 CHF 4.56 CHF 25,000 25,000 25,000 25,000 113,709 CHF 113,959 CHF 99.83% 99.83%
18/11/2024 0.22% 4.48 CHF 4.49 CHF 25,000 25,000 25,000 25,000 112,065 CHF 112,315 CHF 100.00% 100.00%
15/11/2024 0.23% 4.47 CHF 4.48 CHF 25,000 25,000 25,000 25,000 110,951 CHF 111,201 CHF 100.00% 100.00%
14/11/2024 0.23% 4.40 CHF 4.41 CHF 25,000 25,000 25,000 25,000 110,783 CHF 111,033 CHF 100.00% 100.00%
13/11/2024 0.22% 4.48 CHF 4.49 CHF 25,000 25,000 25,000 25,000 111,774 CHF 112,024 CHF 99.94% 99.94%
12/11/2024 0.23% 4.48 CHF 4.49 CHF 25,000 25,000 25,000 25,000 110,896 CHF 111,146 CHF 100.00% 100.00%
11/11/2024 0.23% 4.31 CHF 4.32 CHF 25,000 25,000 25,000 25,000 108,606 CHF 108,856 CHF 99.67% 99.67%
08/11/2024 0.23% 4.37 CHF 4.38 CHF 25,000 25,000 25,000 25,000 108,883 CHF 109,133 CHF 100.00% 100.00%
07/11/2024 0.23% 4.26 CHF 4.27 CHF 25,000 25,000 25,000 25,000 106,333 CHF 106,583 CHF 99.68% 99.68%

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