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 0.32% 3.17 CHF 3.18 CHF 64,400 64,400 63,821 63,821 201,185 CHF 201,823 CHF 100.00% 100.00%
19/11/2024 0.31% 3.15 CHF 3.16 CHF 64,200 64,200 64,816 64,816 206,405 CHF 207,053 CHF 99.87% 99.87%
18/11/2024 0.32% 3.14 CHF 3.15 CHF 65,900 65,900 66,205 66,205 209,192 CHF 209,854 CHF 100.00% 100.00%
15/11/2024 0.33% 3.09 CHF 3.10 CHF 69,600 69,600 69,594 69,594 212,934 CHF 213,630 CHF 100.00% 100.00%
14/11/2024 0.33% 2.91 CHF 2.92 CHF 65,900 65,900 66,067 66,067 197,363 CHF 198,023 CHF 100.00% 100.00%
13/11/2024 0.33% 3.04 CHF 3.05 CHF 68,200 68,200 68,062 68,062 207,308 CHF 207,989 CHF 100.00% 100.00%
12/11/2024 0.34% 2.98 CHF 2.99 CHF 70,000 70,000 70,000 70,000 206,127 CHF 206,827 CHF 99.89% 99.89%
11/11/2024 0.35% 2.88 CHF 2.89 CHF 69,200 69,200 68,631 68,631 196,895 CHF 197,581 CHF 100.00% 100.00%
08/11/2024 0.35% 2.90 CHF 2.91 CHF 69,700 69,700 69,319 69,319 199,850 CHF 200,543 CHF 98.92% 98.92%
07/11/2024 0.35% 2.91 CHF 2.92 CHF 72,500 72,500 71,812 71,812 203,794 CHF 204,512 CHF 100.00% 100.00%

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