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 0.28% 3.53 CHF 3.54 CHF 25,000 25,000 25,000 25,000 90,629 CHF 90,879 CHF 99.97% 99.97%
19/11/2024 0.28% 3.58 CHF 3.59 CHF 25,000 25,000 25,000 25,000 88,531 CHF 88,781 CHF 99.77% 99.77%
18/11/2024 0.27% 3.66 CHF 3.67 CHF 25,000 25,000 25,000 25,000 93,009 CHF 93,259 CHF 99.89% 99.89%
15/11/2024 0.26% 3.80 CHF 3.81 CHF 25,000 25,000 25,000 25,000 94,810 CHF 95,060 CHF 100.00% 100.00%
14/11/2024 0.28% 3.54 CHF 3.55 CHF 25,000 25,000 25,000 25,000 89,230 CHF 89,480 CHF 99.60% 99.60%
13/11/2024 0.29% 3.48 CHF 3.49 CHF 25,000 25,000 25,000 25,000 87,060 CHF 87,310 CHF 99.95% 99.95%
12/11/2024 0.27% 3.50 CHF 3.51 CHF 25,000 25,000 25,000 25,000 93,518 CHF 93,768 CHF 99.77% 99.77%
11/11/2024 0.26% 3.92 CHF 3.93 CHF 25,000 25,000 25,000 25,000 97,461 CHF 97,711 CHF 99.80% 99.80%
08/11/2024 0.27% 3.73 CHF 3.74 CHF 25,000 25,000 25,000 25,000 92,123 CHF 92,373 CHF 99.88% 99.88%
07/11/2024 0.29% 3.56 CHF 3.57 CHF 25,000 25,000 25,000 25,000 87,522 CHF 87,772 CHF 99.90% 99.90%

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