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 0.34% 3.50 CHF 3.57 CHF 6,000 6,000 38,831 38,831 134,477 CHF 134,876 CHF 98.90% 98.90%
19/11/2024 0.37% 3.29 CHF 3.35 CHF 6,500 6,500 43,308 43,308 132,482 CHF 132,925 CHF 98.77% 98.77%
18/11/2024 0.38% 2.98 CHF 3.04 CHF 6,600 6,600 42,085 42,085 128,667 CHF 129,099 CHF 98.94% 98.94%
15/11/2024 0.36% 3.17 CHF 3.25 CHF 5,400 5,400 34,162 34,162 115,359 CHF 115,711 CHF 98.94% 98.94%
14/11/2024 0.30% 3.95 CHF 4.03 CHF 5,000 5,000 32,434 32,434 129,811 CHF 130,146 CHF 98.85% 98.85%
13/11/2024 0.31% 4.06 CHF 4.14 CHF 5,200 5,200 33,312 33,312 130,200 CHF 130,544 CHF 98.87% 98.87%
12/11/2024 0.32% 3.83 CHF 3.92 CHF 4,700 4,700 30,017 30,017 118,351 CHF 118,663 CHF 98.79% 98.79%
11/11/2024 0.28% 4.42 CHF 4.50 CHF 5,100 5,100 32,514 32,514 139,175 CHF 139,511 CHF 98.90% 98.90%
08/11/2024 0.31% 3.91 CHF 3.98 CHF 5,500 5,500 35,612 35,612 137,652 CHF 138,019 CHF 97.83% 97.83%
07/11/2024 0.30% 3.70 CHF 3.78 CHF 5,100 5,100 33,336 33,336 124,453 CHF 124,792 CHF 97.35% 97.35%

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