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 0.17% 5.80 CHF 5.81 CHF 120,400 120,400 120,702 120,702 706,648 CHF 707,855 CHF 100.00% 100.00%
19/11/2024 0.17% 5.85 CHF 5.86 CHF 120,900 120,900 120,118 120,118 700,565 CHF 701,766 CHF 100.00% 100.00%
18/11/2024 0.17% 5.91 CHF 5.92 CHF 119,600 119,600 118,997 118,997 702,955 CHF 704,145 CHF 100.00% 100.00%
15/11/2024 0.17% 5.91 CHF 5.92 CHF 118,700 118,700 119,121 119,121 709,431 CHF 710,622 CHF 100.00% 100.00%
14/11/2024 0.17% 5.95 CHF 5.96 CHF 119,400 119,400 119,340 119,340 706,510 CHF 707,703 CHF 99.91% 99.91%
13/11/2024 0.17% 5.86 CHF 5.87 CHF 119,300 119,300 119,783 119,783 710,229 CHF 711,426 CHF 100.00% 100.00%
12/11/2024 0.17% 5.90 CHF 5.91 CHF 120,100 120,100 119,738 119,738 707,548 CHF 708,745 CHF 100.00% 100.00%
11/11/2024 0.17% 5.93 CHF 5.94 CHF 119,500 119,500 119,017 119,017 707,223 CHF 708,413 CHF 100.00% 100.00%
08/11/2024 0.17% 5.95 CHF 5.96 CHF 118,800 118,800 117,956 117,956 705,848 CHF 707,028 CHF 100.00% 100.00%
07/11/2024 0.16% 6.05 CHF 6.06 CHF 117,400 117,400 118,662 118,662 720,795 CHF 721,982 CHF 100.00% 100.00%

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