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 0.40% 4.90 CHF 4.92 CHF 16,600 16,600 16,584 16,584 82,688 CHF 83,020 CHF 99.44% 99.44%
19/11/2024 0.42% 4.77 CHF 4.79 CHF 16,400 16,400 16,418 16,418 78,357 CHF 78,685 CHF 100.00% 100.00%
18/11/2024 0.41% 4.85 CHF 4.87 CHF 16,700 16,700 16,734 16,734 80,789 CHF 81,123 CHF 99.88% 99.88%
15/11/2024 0.44% 4.71 CHF 4.73 CHF 16,700 16,700 16,813 16,813 76,876 CHF 77,212 CHF 100.00% 100.00%
14/11/2024 0.43% 4.86 CHF 4.88 CHF 16,300 16,300 16,524 16,524 75,838 CHF 76,168 CHF 98.52% 98.52%
13/11/2024 0.41% 4.87 CHF 4.89 CHF 17,000 17,000 17,044 17,044 82,882 CHF 83,223 CHF 100.00% 100.00%
12/11/2024 0.42% 4.59 CHF 4.61 CHF 16,200 16,200 16,099 16,099 76,633 CHF 76,955 CHF 99.88% 99.88%
11/11/2024 0.39% 5.03 CHF 5.05 CHF 15,900 15,900 15,865 15,865 80,261 CHF 80,578 CHF 100.00% 100.00%
08/11/2024 0.40% 5.00 CHF 5.02 CHF 15,700 15,700 15,721 15,721 78,518 CHF 78,833 CHF 98.30% 98.30%
07/11/2024 0.38% 5.12 CHF 5.14 CHF 15,600 15,600 15,538 15,538 80,628 CHF 80,939 CHF 100.00% 100.00%

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