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 0.46% 3.78 CHF 3.79 CHF 43,300 43,300 23,808 23,808 83,304 CHF 83,634 CHF 99.90% 99.90%
19/11/2024 0.42% 3.73 CHF 3.74 CHF 41,400 41,400 22,709 22,709 83,751 CHF 84,066 CHF 100.00% 100.00%
18/11/2024 0.44% 3.47 CHF 3.48 CHF 40,900 40,900 22,500 22,500 79,743 CHF 80,055 CHF 99.55% 99.55%
15/11/2024 0.32% 3.55 CHF 3.56 CHF 51,500 51,500 28,279 28,279 92,159 CHF 92,442 CHF 99.51% 99.51%
14/11/2024 0.50% 3.06 CHF 3.07 CHF 49,700 49,700 26,426 26,426 80,644 CHF 81,010 CHF 100.00% 100.00%
13/11/2024 0.48% 3.30 CHF 3.31 CHF 47,400 47,400 26,047 26,047 85,511 CHF 85,872 CHF 100.00% 100.00%
12/11/2024 0.44% 3.36 CHF 3.37 CHF 42,400 42,400 23,336 23,336 81,082 CHF 81,405 CHF 99.85% 99.85%
11/11/2024 0.48% 3.49 CHF 3.50 CHF 46,700 46,700 25,670 25,670 82,916 CHF 83,271 CHF 100.00% 100.00%
08/11/2024 0.51% 3.13 CHF 3.14 CHF 49,600 49,600 27,328 27,328 83,160 CHF 83,538 CHF 99.19% 99.19%
07/11/2024 0.47% 3.01 CHF 3.02 CHF 44,200 44,200 24,299 24,299 78,893 CHF 79,229 CHF 99.89% 99.89%

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