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 0.20% 5.11 CHF 5.12 CHF 135,000 135,000 74,343 74,343 385,073 CHF 385,818 CHF 99.90% 99.90%
19/11/2024 0.20% 5.10 CHF 5.11 CHF 135,000 135,000 74,054 74,054 378,719 CHF 379,461 CHF 100.00% 100.00%
18/11/2024 0.20% 5.19 CHF 5.20 CHF 135,000 135,000 74,278 74,278 384,673 CHF 385,417 CHF 99.55% 99.55%
15/11/2024 0.19% 5.19 CHF 5.20 CHF 135,000 135,000 74,073 74,073 391,553 CHF 392,295 CHF 99.72% 99.72%
14/11/2024 0.19% 5.35 CHF 5.36 CHF 130,000 130,000 71,747 71,747 384,335 CHF 385,054 CHF 100.00% 100.00%
13/11/2024 0.19% 5.25 CHF 5.26 CHF 135,000 135,000 74,232 74,232 389,524 CHF 390,267 CHF 100.00% 100.00%
12/11/2024 0.20% 5.23 CHF 5.24 CHF 135,000 135,000 74,227 74,227 385,341 CHF 386,085 CHF 100.00% 100.00%
11/11/2024 0.19% 5.17 CHF 5.18 CHF 135,000 135,000 74,246 74,246 389,612 CHF 390,356 CHF 100.00% 100.00%
08/11/2024 0.19% 5.24 CHF 5.25 CHF 135,000 135,000 74,411 74,411 390,967 CHF 391,712 CHF 99.19% 99.19%
07/11/2024 0.20% 5.26 CHF 5.27 CHF 135,000 135,000 74,207 74,207 386,706 CHF 387,449 CHF 100.00% 100.00%

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