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 0.59% 5.26 CHF 5.27 CHF 37,000 37,000 16,932 16,932 89,380 CHF 89,780 CHF 99.42% 99.42%
19/11/2024 0.59% 5.28 CHF 5.29 CHF 37,000 37,000 16,917 16,917 88,988 CHF 89,387 CHF 100.00% 100.00%
18/11/2024 0.58% 5.36 CHF 5.37 CHF 36,000 36,000 16,378 16,378 87,701 CHF 88,084 CHF 99.74% 99.74%
15/11/2024 0.60% 5.30 CHF 5.31 CHF 37,000 37,000 16,907 16,907 88,423 CHF 88,823 CHF 99.60% 99.60%
14/11/2024 0.59% 5.25 CHF 5.26 CHF 37,000 37,000 16,975 16,975 89,104 CHF 89,503 CHF 98.56% 98.56%
13/11/2024 0.60% 5.27 CHF 5.28 CHF 37,000 37,000 16,944 16,944 88,328 CHF 88,727 CHF 100.00% 100.00%
12/11/2024 0.60% 5.24 CHF 5.25 CHF 37,000 37,000 16,950 16,950 88,530 CHF 88,929 CHF 99.90% 99.90%
11/11/2024 0.61% 5.22 CHF 5.23 CHF 37,000 37,000 16,934 16,934 87,575 CHF 87,975 CHF 99.90% 99.90%
08/11/2024 0.57% 5.03 CHF 5.04 CHF 38,000 38,000 17,466 17,466 87,634 CHF 88,004 CHF 99.05% 99.05%
07/11/2024 0.57% 4.95 CHF 4.96 CHF 39,000 39,000 17,352 17,352 87,176 CHF 87,546 CHF 99.90% 99.90%

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