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 1.33% 4.25 CHF 4.28 CHF 100,000 100,000 37,370 37,370 153,993 CHF 155,584 CHF 99.59% 99.59%
19/11/2024 1.26% 4.21 CHF 4.24 CHF 100,000 100,000 39,999 39,999 167,738 CHF 169,388 CHF 86.44% 86.44%
18/11/2024 2.16% 4.06 CHF 4.11 CHF 100,000 100,000 37,374 37,374 152,590 CHF 155,242 CHF 99.56% 99.56%
15/11/2024 1.38% 4.12 CHF 4.15 CHF 100,000 100,000 37,358 37,358 148,009 CHF 149,599 CHF 99.60% 99.60%
14/11/2024 1.40% 3.80 CHF 3.83 CHF 100,000 100,000 37,372 37,372 141,400 CHF 142,991 CHF 99.57% 99.57%
13/11/2024 1.36% 3.94 CHF 3.97 CHF 100,000 100,000 37,861 37,861 149,133 CHF 150,735 CHF 96.86% 96.86%
12/11/2024 1.31% 3.97 CHF 4.00 CHF 100,000 100,000 37,828 37,828 151,918 CHF 153,519 CHF 96.97% 96.97%
11/11/2024 1.38% 4.04 CHF 4.07 CHF 100,000 100,000 37,362 37,362 145,255 CHF 146,846 CHF 99.57% 99.57%
08/11/2024 1.42% 3.81 CHF 3.84 CHF 100,000 100,000 37,362 37,362 140,082 CHF 141,672 CHF 99.60% 99.60%
07/11/2024 1.37% 3.73 CHF 3.76 CHF 100,000 100,000 37,361 37,361 144,062 CHF 145,653 CHF 99.59% 99.59%

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