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 0.21% 4.82 CHF 4.83 CHF 135,000 135,000 74,341 74,341 363,432 CHF 364,177 CHF 99.90% 99.90%
19/11/2024 0.21% 4.81 CHF 4.82 CHF 135,000 135,000 74,053 74,053 357,217 CHF 357,959 CHF 100.00% 100.00%
18/11/2024 0.21% 4.90 CHF 4.91 CHF 135,000 135,000 74,260 74,260 362,946 CHF 363,690 CHF 99.52% 99.52%
15/11/2024 0.20% 4.90 CHF 4.91 CHF 135,000 135,000 74,336 74,336 371,292 CHF 372,036 CHF 99.33% 99.33%
14/11/2024 0.20% 5.06 CHF 5.07 CHF 130,000 130,000 71,748 71,748 363,431 CHF 364,150 CHF 100.00% 100.00%
13/11/2024 0.21% 4.96 CHF 4.97 CHF 135,000 135,000 74,232 74,232 368,027 CHF 368,771 CHF 100.00% 100.00%
12/11/2024 0.21% 4.94 CHF 4.95 CHF 135,000 135,000 74,226 74,226 363,870 CHF 364,614 CHF 100.00% 100.00%
11/11/2024 0.21% 4.88 CHF 4.89 CHF 135,000 135,000 74,246 74,246 368,206 CHF 368,950 CHF 100.00% 100.00%
08/11/2024 0.21% 4.95 CHF 4.96 CHF 135,000 135,000 74,408 74,408 369,711 CHF 370,457 CHF 99.20% 99.20%
07/11/2024 0.21% 4.98 CHF 4.99 CHF 135,000 135,000 74,209 74,209 365,501 CHF 366,244 CHF 100.00% 100.00%

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