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 0.29% 3.52 CHF 3.53 CHF 10,400 10,400 10,217 10,217 35,561 CHF 35,663 CHF 100.00% 100.00%
19/11/2024 0.29% 3.55 CHF 3.56 CHF 10,440 10,440 10,316 10,316 36,427 CHF 36,530 CHF 98.75% 98.75%
18/11/2024 0.29% 3.42 CHF 3.43 CHF 10,190 10,190 10,139 10,139 34,949 CHF 35,051 CHF 100.00% 100.00%
15/11/2024 0.29% 3.44 CHF 3.45 CHF 10,240 10,240 10,203 10,203 35,066 CHF 35,168 CHF 72.02% 72.02%
14/11/2024 0.29% 3.46 CHF 3.47 CHF 10,250 10,250 10,228 10,228 35,767 CHF 35,869 CHF 100.00% 100.00%
13/11/2024 0.28% 3.56 CHF 3.57 CHF 10,450 10,450 10,361 10,361 37,003 CHF 37,107 CHF 99.46% 99.46%
12/11/2024 0.29% 3.62 CHF 3.63 CHF 10,580 10,580 10,210 10,210 35,627 CHF 35,730 CHF 100.00% 100.00%
11/11/2024 0.31% 3.34 CHF 3.35 CHF 10,010 10,010 9,861 9,861 32,546 CHF 32,644 CHF 100.00% 100.00%
08/11/2024 0.30% 3.35 CHF 3.36 CHF 10,030 10,030 9,890 9,890 32,876 CHF 32,975 CHF 100.00% 100.00%
07/11/2024 0.32% 3.13 CHF 3.14 CHF 9,640 9,640 9,662 9,662 30,945 CHF 31,042 CHF 100.00% 100.00%

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