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 0.31% 3.33 CHF 3.34 CHF 10,410 10,410 10,216 10,216 33,552 CHF 33,655 CHF 100.00% 100.00%
19/11/2024 0.30% 3.36 CHF 3.37 CHF 10,440 10,440 10,315 10,315 34,405 CHF 34,509 CHF 98.74% 98.74%
18/11/2024 0.31% 3.22 CHF 3.23 CHF 10,180 10,180 10,138 10,138 32,957 CHF 33,059 CHF 100.00% 100.00%
15/11/2024 0.31% 3.25 CHF 3.26 CHF 10,230 10,230 10,202 10,202 33,057 CHF 33,159 CHF 72.00% 72.00%
14/11/2024 0.31% 3.27 CHF 3.28 CHF 10,250 10,250 10,227 10,227 33,755 CHF 33,857 CHF 100.00% 100.00%
13/11/2024 0.30% 3.36 CHF 3.37 CHF 10,440 10,440 10,361 10,361 34,971 CHF 35,074 CHF 99.46% 99.46%
12/11/2024 0.31% 3.42 CHF 3.43 CHF 10,570 10,570 10,210 10,210 33,622 CHF 33,724 CHF 100.00% 100.00%
11/11/2024 0.33% 3.14 CHF 3.15 CHF 10,010 10,010 9,861 9,861 30,606 CHF 30,705 CHF 100.00% 100.00%
08/11/2024 0.32% 3.15 CHF 3.16 CHF 10,020 10,020 9,890 9,890 30,929 CHF 31,028 CHF 100.00% 100.00%
07/11/2024 0.34% 2.93 CHF 2.94 CHF 9,630 9,630 9,661 9,661 29,034 CHF 29,130 CHF 100.00% 100.00%

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