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 0.27% 3.79 CHF 3.80 CHF 250,000 250,000 92,601 92,601 354,270 CHF 355,198 CHF 95.09% 95.09%
19/11/2024 0.66% 3.72 CHF 3.73 CHF 250,000 250,000 77,684 77,684 284,235 CHF 285,430 CHF 89.43% 89.43%
18/11/2024 0.29% 3.58 CHF 3.59 CHF 250,000 250,000 96,537 96,537 341,398 CHF 342,365 CHF 86.09% 86.09%
15/11/2024 0.27% 3.71 CHF 3.72 CHF 250,000 250,000 93,865 93,865 354,695 CHF 355,635 CHF 92.90% 92.90%
14/11/2024 0.26% 3.96 CHF 3.97 CHF 230,000 230,000 87,456 87,456 342,307 CHF 343,184 CHF 93.50% 93.50%
13/11/2024 0.26% 3.88 CHF 3.89 CHF 250,000 250,000 87,383 87,383 341,324 CHF 342,199 CHF 89.80% 89.80%
12/11/2024 0.62% 3.90 CHF 3.91 CHF 230,000 230,000 63,766 63,766 246,034 CHF 247,127 CHF 93.07% 93.07%
11/11/2024 0.27% 3.81 CHF 3.82 CHF 250,000 250,000 88,768 88,768 340,531 CHF 341,423 CHF 92.29% 92.29%
08/11/2024 0.31% 3.85 CHF 3.86 CHF 250,000 250,000 88,269 88,269 341,459 CHF 342,354 CHF 91.29% 91.29%
07/11/2024 0.27% 3.84 CHF 3.85 CHF 250,000 250,000 95,572 95,572 364,623 CHF 365,582 CHF 97.27% 97.27%

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