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 0.82% 4.21 CHF 4.22 CHF 52,500 52,500 18,407 18,407 73,493 CHF 73,860 CHF 99.78% 99.78%
19/11/2024 0.81% 3.77 CHF 3.78 CHF 53,200 53,200 18,352 18,352 68,906 CHF 69,267 CHF 100.00% 100.00%
18/11/2024 0.79% 3.90 CHF 3.91 CHF 51,900 51,900 17,871 17,871 70,187 CHF 70,538 CHF 99.90% 99.90%
15/11/2024 0.81% 3.99 CHF 4.00 CHF 49,500 49,500 16,933 16,933 69,189 CHF 69,546 CHF 100.00% 100.00%
14/11/2024 0.76% 4.39 CHF 4.40 CHF 49,900 49,900 16,960 16,960 71,700 CHF 72,025 CHF 100.00% 100.00%
13/11/2024 0.77% 4.11 CHF 4.12 CHF 50,100 50,100 17,434 17,434 71,388 CHF 71,732 CHF 100.00% 100.00%
12/11/2024 0.90% 4.17 CHF 4.18 CHF 45,400 45,400 15,693 15,693 66,279 CHF 66,644 CHF 100.00% 100.00%
11/11/2024 0.77% 4.65 CHF 4.66 CHF 47,300 47,300 16,433 16,433 73,626 CHF 73,973 CHF 99.77% 99.77%
08/11/2024 1.83% 4.56 CHF 4.58 CHF 34,400 34,400 9,531 9,531 41,068 CHF 41,426 CHF 99.21% 99.21%
07/11/2024 - 6.02 CHF - CHF 36,400 0 0 0 0 CHF 0 CHF 0.00% 99.71%

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