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 0.34% 3.96 CHF 4.08 CHF 3,200 3,200 20,480 20,480 78,759 CHF 78,975 CHF 98.81% 98.81%
19/11/2024 0.41% 3.49 CHF 3.59 CHF 3,800 3,800 24,968 24,968 75,808 CHF 76,069 CHF 98.75% 98.75%
18/11/2024 0.44% 2.86 CHF 2.97 CHF 3,700 3,700 23,576 23,576 71,323 CHF 71,570 CHF 98.94% 98.94%
15/11/2024 0.65% 3.30 CHF 3.48 CHF 2,200 2,200 13,970 13,970 53,816 CHF 54,105 CHF 98.36% 98.36%
14/11/2024 0.46% 5.44 CHF 5.64 CHF 2,000 2,000 12,857 12,857 71,933 CHF 72,201 CHF 98.85% 98.85%
13/11/2024 0.46% 5.78 CHF 5.96 CHF 2,200 2,200 13,735 13,735 73,373 CHF 73,659 CHF 98.87% 98.87%
12/11/2024 0.45% 5.12 CHF 5.36 CHF 1,700 1,700 10,614 10,614 57,888 CHF 58,108 CHF 97.83% 97.83%
11/11/2024 0.38% 7.00 CHF 7.20 CHF 2,000 2,000 12,851 12,851 85,003 CHF 85,271 CHF 98.90% 98.90%

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