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 0.29% 3.44 CHF 3.45 CHF 250,000 250,000 92,127 92,127 320,171 CHF 321,095 CHF 94.81% 94.81%
19/11/2024 0.73% 3.37 CHF 3.38 CHF 250,000 250,000 78,315 78,315 259,205 CHF 260,404 CHF 90.30% 90.30%
18/11/2024 0.32% 3.23 CHF 3.24 CHF 250,000 250,000 95,667 95,667 304,857 CHF 305,815 CHF 87.35% 87.35%
15/11/2024 0.29% 3.36 CHF 3.37 CHF 250,000 250,000 91,874 91,874 315,039 CHF 315,960 CHF 92.83% 92.83%
14/11/2024 0.29% 3.61 CHF 3.62 CHF 230,000 230,000 87,616 87,616 312,116 CHF 312,996 CHF 93.44% 93.44%
13/11/2024 0.28% 3.52 CHF 3.53 CHF 250,000 250,000 88,160 88,160 313,487 CHF 314,370 CHF 90.89% 90.89%
12/11/2024 0.68% 3.55 CHF 3.56 CHF 230,000 230,000 63,843 63,843 224,057 CHF 225,149 CHF 93.27% 93.27%
11/11/2024 0.29% 3.46 CHF 3.47 CHF 250,000 250,000 89,878 89,878 313,364 CHF 314,267 CHF 92.71% 92.71%
08/11/2024 0.34% 3.50 CHF 3.51 CHF 250,000 250,000 87,639 87,639 308,745 CHF 309,634 CHF 91.34% 91.34%
07/11/2024 0.30% 3.50 CHF 3.51 CHF 250,000 250,000 95,252 95,252 330,424 CHF 331,381 CHF 97.01% 97.01%

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