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
28/11/2024 0.25% 4.07 CHF 4.08 CHF 500,000 100,000 500,000 100,000 2,032,580 CHF 407,517 CHF 99.37% 99.37%
27/11/2024 0.25% 4.05 CHF 4.06 CHF 500,000 100,000 500,000 100,000 2,007,910 CHF 402,583 CHF 99.37% 99.37%
26/11/2024 0.25% 4.04 CHF 4.05 CHF 500,000 100,000 500,000 100,000 2,021,180 CHF 405,236 CHF 98.98% 98.98%
25/11/2024 0.25% 4.04 CHF 4.05 CHF 500,000 100,000 500,000 100,000 2,010,410 CHF 403,083 CHF 99.38% 99.38%
22/11/2024 0.25% 4.04 CHF 4.05 CHF 500,000 100,000 500,000 100,000 1,998,080 CHF 400,616 CHF 99.37% 99.37%
20/11/2024 0.27% 3.68 CHF 3.69 CHF 500,000 100,000 500,000 100,000 1,864,910 CHF 373,983 CHF 99.38% 99.38%
19/11/2024 0.27% 3.67 CHF 3.68 CHF 500,000 100,000 500,000 100,000 1,847,220 CHF 370,443 CHF 99.38% 99.38%
18/11/2024 0.27% 3.72 CHF 3.73 CHF 500,000 100,000 500,000 100,000 1,842,070 CHF 369,415 CHF 99.38% 99.38%
15/11/2024 0.27% 3.68 CHF 3.69 CHF 500,000 100,000 500,000 100,000 1,824,350 CHF 365,871 CHF 99.37% 99.37%
14/11/2024 0.28% 3.62 CHF 3.63 CHF 500,000 100,000 500,000 100,000 1,784,500 CHF 357,899 CHF 99.37% 99.37%

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