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
22/11/2024 0.20% 5.02 CHF 5.03 CHF 183,000 183,000 101,085 101,085 504,977 CHF 505,990 CHF 100.00% 100.00%
20/11/2024 0.21% 4.87 CHF 4.88 CHF 188,000 188,000 101,965 101,965 501,245 CHF 502,268 CHF 99.90% 99.90%
19/11/2024 0.21% 4.96 CHF 4.97 CHF 185,000 185,000 102,503 102,503 503,143 CHF 504,170 CHF 100.00% 100.00%
18/11/2024 0.21% 4.95 CHF 4.96 CHF 185,000 185,000 102,565 102,565 500,165 CHF 501,193 CHF 99.89% 99.89%
15/11/2024 0.21% 4.83 CHF 4.84 CHF 188,000 188,000 103,025 103,025 501,417 CHF 502,449 CHF 99.90% 99.90%
14/11/2024 0.21% 4.90 CHF 4.91 CHF 188,000 188,000 103,127 103,127 500,468 CHF 501,501 CHF 99.24% 99.24%
13/11/2024 0.21% 4.79 CHF 4.80 CHF 190,000 190,000 104,290 104,290 497,082 CHF 498,127 CHF 100.00% 100.00%
12/11/2024 0.21% 4.82 CHF 4.83 CHF 190,000 190,000 104,348 104,348 498,155 CHF 499,201 CHF 99.83% 99.83%
11/11/2024 0.21% 4.73 CHF 4.74 CHF 190,000 190,000 103,591 103,591 497,436 CHF 498,474 CHF 99.65% 99.65%
08/11/2024 0.21% 4.83 CHF 4.84 CHF 190,000 190,000 103,118 103,118 500,038 CHF 501,070 CHF 97.66% 97.66%

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