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 0.25% 3.87 CHF 3.88 CHF 200,000 200,000 200,000 200,000 795,232 CHF 797,232 CHF 96.86% 96.86%
19/11/2024 0.26% 3.89 CHF 3.90 CHF 200,000 200,000 200,000 200,000 770,211 CHF 772,211 CHF 94.09% 94.09%
18/11/2024 0.25% 4.05 CHF 4.06 CHF 200,000 200,000 200,000 200,000 808,603 CHF 810,603 CHF 95.44% 95.44%
15/11/2024 0.24% 4.07 CHF 4.08 CHF 200,000 200,000 200,000 200,000 822,102 CHF 824,102 CHF 97.15% 97.15%
14/11/2024 0.24% 4.14 CHF 4.15 CHF 200,000 200,000 200,000 200,000 821,800 CHF 823,800 CHF 96.49% 96.49%
13/11/2024 0.26% 3.86 CHF 3.87 CHF 200,000 200,000 200,000 200,000 781,053 CHF 783,053 CHF 94.34% 94.34%
12/11/2024 0.24% 3.92 CHF 3.93 CHF 200,000 200,000 200,000 200,000 824,513 CHF 826,513 CHF 88.97% 88.97%
11/11/2024 0.23% 4.33 CHF 4.34 CHF 200,000 200,000 200,000 200,000 868,693 CHF 870,693 CHF 99.49% 99.49%
08/11/2024 0.24% 4.10 CHF 4.11 CHF 200,000 200,000 200,000 200,000 826,101 CHF 828,101 CHF 93.53% 93.53%
07/11/2024 0.24% 4.28 CHF 4.29 CHF 200,000 200,000 200,000 200,000 842,989 CHF 844,989 CHF 93.47% 93.47%

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