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 0.26% 3.88 CHF 3.89 CHF 300,000 100,000 300,000 100,000 1,172,650 CHF 391,883 CHF 99.44% 99.44%
19/11/2024 0.27% 3.85 CHF 3.86 CHF 300,000 100,000 300,000 100,000 1,124,190 CHF 375,730 CHF 99.44% 99.44%
18/11/2024 0.27% 3.78 CHF 3.79 CHF 300,000 100,000 300,000 100,000 1,113,790 CHF 372,262 CHF 97.70% 97.70%
15/11/2024 0.25% 3.77 CHF 3.78 CHF 300,000 100,000 300,000 100,000 1,191,570 CHF 398,191 CHF 99.45% 99.45%
14/11/2024 0.24% 4.11 CHF 4.12 CHF 300,000 100,000 300,000 100,000 1,234,090 CHF 412,363 CHF 99.44% 99.44%
13/11/2024 0.24% 4.05 CHF 4.06 CHF 300,000 100,000 300,000 100,000 1,250,600 CHF 417,866 CHF 92.90% 92.90%
12/11/2024 0.24% 4.22 CHF 4.23 CHF 300,000 100,000 300,000 100,000 1,273,330 CHF 425,443 CHF 96.88% 96.88%
11/11/2024 0.22% 4.33 CHF 4.34 CHF 300,000 100,000 300,000 100,000 1,334,910 CHF 445,969 CHF 99.47% 99.47%
08/11/2024 0.22% 4.44 CHF 4.45 CHF 300,000 100,000 300,000 100,000 1,372,310 CHF 458,436 CHF 91.33% 91.33%
07/11/2024 0.24% 4.67 CHF 4.68 CHF 300,000 100,000 300,000 100,000 1,256,720 CHF 419,908 CHF 98.71% 98.71%

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