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 0.31% 3.30 CHF 3.31 CHF 50,000 50,000 50,000 50,000 161,269 CHF 161,769 CHF 99.39% 99.39%
19/11/2024 0.30% 3.23 CHF 3.24 CHF 50,000 50,000 50,000 50,000 165,934 CHF 166,434 CHF 99.29% 99.29%
18/11/2024 0.32% 3.18 CHF 3.19 CHF 50,000 50,000 50,000 50,000 157,786 CHF 158,286 CHF 99.30% 99.30%
15/11/2024 0.32% 3.08 CHF 3.09 CHF 50,000 50,000 50,000 50,000 155,921 CHF 156,421 CHF 99.39% 99.39%
14/11/2024 0.30% 3.26 CHF 3.27 CHF 50,000 50,000 50,000 50,000 164,906 CHF 165,406 CHF 99.38% 99.38%
13/11/2024 0.31% 3.34 CHF 3.35 CHF 50,000 50,000 50,000 50,000 163,627 CHF 164,127 CHF 99.39% 99.39%
12/11/2024 0.31% 3.22 CHF 3.23 CHF 50,000 50,000 50,000 50,000 158,878 CHF 159,378 CHF 99.10% 99.10%
11/11/2024 0.31% 3.13 CHF 3.14 CHF 50,000 50,000 50,000 50,000 158,498 CHF 158,998 CHF 99.25% 99.25%
08/11/2024 0.31% 3.21 CHF 3.22 CHF 50,000 50,000 50,000 50,000 159,060 CHF 159,560 CHF 99.38% 99.38%
07/11/2024 0.31% 3.22 CHF 3.23 CHF 50,000 50,000 50,000 50,000 162,329 CHF 162,829 CHF 99.30% 99.30%

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