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% 4.87 CHF 4.88 CHF 135,000 135,000 74,340 74,340 367,341 CHF 368,086 CHF 99.90% 99.90%
19/11/2024 0.21% 4.86 CHF 4.87 CHF 135,000 135,000 74,051 74,051 361,074 CHF 361,816 CHF 100.00% 100.00%
18/11/2024 0.21% 4.95 CHF 4.96 CHF 135,000 135,000 74,276 74,276 366,921 CHF 367,665 CHF 99.55% 99.55%
15/11/2024 0.20% 4.95 CHF 4.96 CHF 135,000 135,000 74,073 74,073 373,816 CHF 374,558 CHF 99.72% 99.72%
14/11/2024 0.20% 5.11 CHF 5.12 CHF 130,000 130,000 71,744 71,744 367,161 CHF 367,880 CHF 100.00% 100.00%
13/11/2024 0.20% 5.01 CHF 5.02 CHF 135,000 135,000 74,233 74,233 371,888 CHF 372,632 CHF 100.00% 100.00%
12/11/2024 0.21% 4.99 CHF 5.00 CHF 135,000 135,000 74,228 74,228 367,727 CHF 368,471 CHF 100.00% 100.00%
11/11/2024 0.20% 4.94 CHF 4.95 CHF 135,000 135,000 74,243 74,243 372,005 CHF 372,749 CHF 100.00% 100.00%
08/11/2024 0.20% 5.00 CHF 5.01 CHF 135,000 135,000 74,411 74,411 373,506 CHF 374,252 CHF 99.19% 99.19%
07/11/2024 0.21% 5.03 CHF 5.04 CHF 135,000 135,000 74,205 74,205 369,258 CHF 370,001 CHF 100.00% 100.00%

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