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 0.27% 3.68 CHF 3.69 CHF 300,000 30,000 300,000 30,000 1,126,930 CHF 112,993 CHF 99.17% 99.17%
19/11/2024 0.27% 3.72 CHF 3.73 CHF 300,000 30,000 300,000 30,000 1,106,200 CHF 110,920 CHF 99.17% 99.17%
18/11/2024 0.26% 3.78 CHF 3.79 CHF 300,000 30,000 300,000 30,000 1,150,540 CHF 115,354 CHF 99.22% 99.22%
15/11/2024 0.26% 3.90 CHF 3.91 CHF 300,000 30,000 300,000 30,000 1,169,500 CHF 117,250 CHF 99.16% 99.16%
14/11/2024 0.27% 3.68 CHF 3.69 CHF 300,000 30,000 300,000 30,000 1,112,520 CHF 111,552 CHF 99.15% 99.15%
13/11/2024 0.27% 3.64 CHF 3.65 CHF 300,000 30,000 300,000 30,000 1,091,360 CHF 109,436 CHF 99.16% 99.16%
12/11/2024 0.26% 3.65 CHF 3.66 CHF 300,000 30,000 300,000 30,000 1,156,290 CHF 115,929 CHF 99.16% 99.16%
11/11/2024 0.25% 3.99 CHF 4.00 CHF 300,000 30,000 300,000 30,000 1,194,690 CHF 119,769 CHF 99.17% 99.17%
08/11/2024 0.26% 3.85 CHF 3.86 CHF 300,000 30,000 300,000 30,000 1,142,080 CHF 114,508 CHF 99.16% 99.16%
07/11/2024 0.27% 3.70 CHF 3.71 CHF 300,000 30,000 300,000 30,000 1,095,940 CHF 109,894 CHF 98.18% 98.18%

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