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 0.60% 5.18 CHF 5.19 CHF 37,000 37,000 16,949 16,949 88,153 CHF 88,553 CHF 99.27% 99.27%
19/11/2024 0.60% 5.20 CHF 5.21 CHF 37,000 37,000 16,924 16,924 87,712 CHF 88,111 CHF 99.92% 99.92%
18/11/2024 0.59% 5.28 CHF 5.29 CHF 36,000 36,000 16,392 16,392 86,514 CHF 86,897 CHF 99.84% 99.84%
15/11/2024 0.61% 5.22 CHF 5.23 CHF 37,000 37,000 16,908 16,908 87,103 CHF 87,503 CHF 99.60% 99.60%
14/11/2024 0.60% 5.17 CHF 5.18 CHF 37,000 37,000 17,024 17,024 88,025 CHF 88,424 CHF 97.92% 97.92%
13/11/2024 0.61% 5.20 CHF 5.21 CHF 37,000 37,000 16,944 16,944 87,005 CHF 87,405 CHF 100.00% 100.00%
12/11/2024 0.61% 5.16 CHF 5.17 CHF 37,000 37,000 16,960 16,960 87,259 CHF 87,659 CHF 99.74% 99.74%
11/11/2024 0.62% 5.14 CHF 5.15 CHF 37,000 37,000 16,931 16,931 86,245 CHF 86,644 CHF 99.38% 99.38%
08/11/2024 0.58% 4.96 CHF 4.97 CHF 38,000 38,000 17,493 17,493 86,394 CHF 86,765 CHF 98.88% 98.88%
07/11/2024 0.57% 4.87 CHF 4.88 CHF 39,000 39,000 17,324 17,324 85,682 CHF 86,052 CHF 99.45% 99.45%

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