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 0.70% 5.51 CHF 5.55 CHF 9,000 9,000 8,984 8,984 51,179 CHF 51,538 CHF 99.48% 99.48%
19/11/2024 0.76% 5.22 CHF 5.26 CHF 8,600 8,600 8,632 8,632 45,161 CHF 45,506 CHF 100.00% 100.00%
18/11/2024 0.74% 5.41 CHF 5.45 CHF 9,000 9,000 9,035 9,035 48,415 CHF 48,776 CHF 99.90% 99.90%
15/11/2024 0.83% 5.11 CHF 5.15 CHF 8,900 8,900 8,967 8,967 42,999 CHF 43,358 CHF 100.00% 100.00%
14/11/2024 0.83% 5.42 CHF 5.46 CHF 8,500 8,500 8,637 8,637 41,656 CHF 42,001 CHF 98.57% 98.57%
13/11/2024 0.73% 5.46 CHF 5.50 CHF 9,400 9,400 9,400 9,400 51,204 CHF 51,580 CHF 100.00% 100.00%
12/11/2024 0.76% 4.87 CHF 4.91 CHF 8,200 8,200 8,121 8,121 42,671 CHF 42,996 CHF 99.88% 99.88%
11/11/2024 0.67% 5.88 CHF 5.92 CHF 8,000 8,000 8,001 8,001 47,642 CHF 47,962 CHF 100.00% 100.00%
08/11/2024 0.69% 5.83 CHF 5.87 CHF 7,800 7,800 7,821 7,821 45,384 CHF 45,697 CHF 98.30% 98.30%
07/11/2024 0.64% 6.10 CHF 6.14 CHF 7,700 7,700 7,692 7,692 48,208 CHF 48,516 CHF 100.00% 100.00%

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