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 0.23% 4.32 CHF 4.33 CHF 250,000 250,000 90,170 90,170 392,627 CHF 393,532 CHF 94.13% 94.13%
19/11/2024 0.58% 4.24 CHF 4.25 CHF 250,000 250,000 77,568 77,568 324,504 CHF 325,699 CHF 88.02% 88.02%
18/11/2024 0.25% 4.11 CHF 4.12 CHF 250,000 250,000 95,368 95,368 387,330 CHF 388,285 CHF 87.67% 87.67%
15/11/2024 0.23% 4.24 CHF 4.25 CHF 250,000 250,000 92,307 92,307 397,774 CHF 398,699 CHF 92.44% 92.44%
14/11/2024 0.23% 4.49 CHF 4.50 CHF 230,000 230,000 88,106 88,106 391,484 CHF 392,368 CHF 93.52% 93.52%
13/11/2024 0.23% 4.40 CHF 4.41 CHF 250,000 250,000 87,871 87,871 389,342 CHF 390,222 CHF 92.44% 92.44%
12/11/2024 0.54% 4.43 CHF 4.44 CHF 230,000 230,000 63,869 63,869 279,984 CHF 281,072 CHF 92.14% 92.14%
11/11/2024 0.24% 4.33 CHF 4.34 CHF 250,000 250,000 90,973 90,973 396,424 CHF 397,337 CHF 93.69% 93.69%
08/11/2024 0.27% 4.37 CHF 4.38 CHF 250,000 250,000 87,927 87,927 385,835 CHF 386,727 CHF 92.67% 92.67%
07/11/2024 0.24% 4.36 CHF 4.37 CHF 250,000 250,000 95,207 95,207 412,687 CHF 413,643 CHF 97.07% 97.07%

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