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
25/11/2024 0.19% 5.37 CHF 5.38 CHF 165,200 165,200 165,200 165,200 889,888 CHF 891,540 CHF 100.00% 100.00%
22/11/2024 0.20% 5.27 CHF 5.28 CHF 171,700 171,700 171,700 171,700 873,406 CHF 875,123 CHF 100.00% 100.00%
20/11/2024 0.19% 5.01 CHF 5.02 CHF 168,700 168,700 168,700 168,700 887,235 CHF 888,922 CHF 100.00% 100.00%
19/11/2024 0.20% 5.08 CHF 5.09 CHF 160,600 160,600 160,600 160,600 797,889 CHF 799,495 CHF 100.00% 100.00%
18/11/2024 0.19% 5.48 CHF 5.49 CHF 161,600 161,600 161,600 161,600 871,213 CHF 872,829 CHF 98.96% 98.96%
15/11/2024 0.18% 5.45 CHF 5.46 CHF 154,900 154,900 154,900 154,900 872,529 CHF 874,078 CHF 100.00% 100.00%
14/11/2024 0.18% 5.76 CHF 5.77 CHF 168,900 168,900 168,900 168,900 944,005 CHF 945,694 CHF 100.00% 100.00%
13/11/2024 0.19% 5.11 CHF 5.12 CHF 167,100 167,100 167,100 167,100 865,414 CHF 867,085 CHF 99.46% 99.46%
12/11/2024 0.17% 5.22 CHF 5.23 CHF 134,600 134,600 134,600 134,600 799,468 CHF 800,814 CHF 100.00% 100.00%
11/11/2024 0.15% 6.70 CHF 6.71 CHF 145,600 145,600 145,571 145,571 976,856 CHF 978,312 CHF 100.00% 100.00%

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