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 0.87% 4.63 CHF 4.67 CHF 18,000 18,000 17,976 17,976 82,053 CHF 82,772 CHF 100.00% 100.00%
19/11/2024 0.98% 4.44 CHF 4.48 CHF 15,200 15,200 14,873 14,873 71,229 CHF 71,931 CHF 92.70% 97.63%
18/11/2024 0.92% 5.46 CHF 5.51 CHF 14,600 14,600 14,692 14,692 79,103 CHF 79,838 CHF 100.00% 100.00%
15/11/2024 0.91% 5.41 CHF 5.46 CHF 14,200 14,200 14,210 14,210 77,513 CHF 78,224 CHF 100.00% 100.00%
14/11/2024 0.88% 5.72 CHF 5.77 CHF 14,200 14,200 14,228 14,228 80,240 CHF 80,952 CHF 100.00% 100.00%
13/11/2024 0.92% 5.58 CHF 5.63 CHF 14,000 14,000 14,009 14,009 76,015 CHF 76,715 CHF 100.00% 100.00%
12/11/2024 0.82% 5.89 CHF 5.94 CHF 12,900 12,900 12,884 12,884 78,010 CHF 78,655 CHF 100.00% 100.00%
11/11/2024 0.77% 6.25 CHF 6.30 CHF 13,000 13,000 12,924 12,924 83,094 CHF 83,741 CHF 100.00% 100.00%
08/11/2024 0.82% 6.14 CHF 6.19 CHF 13,400 13,400 13,491 13,491 81,755 CHF 82,429 CHF 100.00% 100.00%
07/11/2024 0.81% 5.98 CHF 6.03 CHF 13,200 13,200 13,131 13,131 81,234 CHF 81,890 CHF 100.00% 100.00%

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