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 0.24% 4.30 CHF 4.31 CHF 10,400 10,400 10,216 10,216 43,534 CHF 43,636 CHF 100.00% 100.00%
19/11/2024 0.23% 4.33 CHF 4.34 CHF 10,440 10,440 10,316 10,316 44,476 CHF 44,579 CHF 98.75% 98.75%
18/11/2024 0.24% 4.20 CHF 4.21 CHF 10,180 10,180 10,139 10,139 42,885 CHF 42,986 CHF 100.00% 100.00%
15/11/2024 0.24% 4.23 CHF 4.24 CHF 10,240 10,240 10,203 10,203 43,071 CHF 43,173 CHF 72.02% 72.02%
14/11/2024 0.24% 4.25 CHF 4.26 CHF 10,250 10,250 10,228 10,228 43,779 CHF 43,882 CHF 100.00% 100.00%
13/11/2024 0.23% 4.34 CHF 4.35 CHF 10,450 10,450 10,360 10,360 45,126 CHF 45,230 CHF 99.46% 99.46%
12/11/2024 0.24% 4.40 CHF 4.41 CHF 10,570 10,570 10,210 10,210 43,625 CHF 43,728 CHF 100.00% 100.00%
11/11/2024 0.25% 4.12 CHF 4.13 CHF 10,010 10,010 9,860 9,860 40,279 CHF 40,378 CHF 100.00% 100.00%
08/11/2024 0.25% 4.13 CHF 4.14 CHF 10,030 10,030 9,890 9,890 40,652 CHF 40,751 CHF 100.00% 100.00%
07/11/2024 0.25% 3.92 CHF 3.93 CHF 9,640 9,640 9,661 9,661 38,566 CHF 38,663 CHF 100.00% 100.00%

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