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% 4.14 CHF 4.15 CHF 250,000 250,000 93,071 93,071 388,732 CHF 389,665 CHF 95.74% 95.74%
19/11/2024 0.60% 4.07 CHF 4.08 CHF 250,000 250,000 77,651 77,651 311,227 CHF 312,422 CHF 89.58% 89.58%
18/11/2024 0.26% 3.93 CHF 3.94 CHF 250,000 250,000 96,938 96,938 376,768 CHF 377,739 CHF 86.51% 86.51%
15/11/2024 0.24% 4.06 CHF 4.07 CHF 250,000 250,000 93,442 93,442 386,052 CHF 386,988 CHF 93.61% 93.61%
14/11/2024 0.24% 4.31 CHF 4.32 CHF 230,000 230,000 87,343 87,343 372,710 CHF 373,586 CHF 93.23% 93.23%
13/11/2024 0.24% 4.23 CHF 4.24 CHF 250,000 250,000 87,719 87,719 373,342 CHF 374,221 CHF 90.28% 90.28%
12/11/2024 0.57% 4.25 CHF 4.26 CHF 230,000 230,000 63,777 63,777 268,389 CHF 269,481 CHF 92.41% 92.41%
11/11/2024 0.24% 4.16 CHF 4.17 CHF 250,000 250,000 88,591 88,591 370,827 CHF 371,716 CHF 90.50% 90.50%
08/11/2024 0.28% 4.19 CHF 4.20 CHF 250,000 250,000 88,992 88,992 375,103 CHF 376,005 CHF 91.18% 91.18%
07/11/2024 0.25% 4.19 CHF 4.20 CHF 250,000 250,000 94,802 94,802 394,467 CHF 395,419 CHF 96.47% 96.47%

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