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% 3.81 CHF 3.82 CHF 10,390 10,390 10,215 10,215 38,537 CHF 38,640 CHF 100.00% 100.00%
19/11/2024 0.26% 3.85 CHF 3.86 CHF 10,440 10,440 10,316 10,316 39,436 CHF 39,539 CHF 98.75% 98.75%
18/11/2024 0.27% 3.71 CHF 3.72 CHF 10,180 10,180 10,139 10,139 37,920 CHF 38,022 CHF 100.00% 100.00%
15/11/2024 0.27% 3.74 CHF 3.75 CHF 10,230 10,230 10,204 10,204 38,065 CHF 38,167 CHF 72.00% 72.00%
14/11/2024 0.27% 3.76 CHF 3.77 CHF 10,250 10,250 10,228 10,228 38,764 CHF 38,867 CHF 100.00% 100.00%
13/11/2024 0.26% 3.85 CHF 3.86 CHF 10,450 10,450 10,360 10,360 40,049 CHF 40,152 CHF 99.46% 99.46%
12/11/2024 0.27% 3.91 CHF 3.92 CHF 10,570 10,570 10,211 10,211 38,623 CHF 38,725 CHF 100.00% 100.00%
11/11/2024 0.28% 3.63 CHF 3.64 CHF 10,010 10,010 9,861 9,861 35,441 CHF 35,540 CHF 100.00% 100.00%
08/11/2024 0.28% 3.64 CHF 3.65 CHF 10,020 10,020 9,890 9,890 35,785 CHF 35,884 CHF 100.00% 100.00%
07/11/2024 0.29% 3.43 CHF 3.44 CHF 9,640 9,640 9,661 9,661 33,798 CHF 33,895 CHF 100.00% 100.00%

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