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 0.20% 5.04 CHF 5.05 CHF 75,000 75,000 74,381 74,381 376,483 CHF 377,228 CHF 100.00% 100.00%
19/11/2024 0.20% 4.98 CHF 4.99 CHF 76,000 76,000 75,227 75,227 375,392 CHF 376,145 CHF 98.71% 98.71%
18/11/2024 0.21% 5.00 CHF 5.01 CHF 76,000 76,000 76,915 76,915 376,266 CHF 377,035 CHF 100.00% 100.00%
15/11/2024 0.20% 4.97 CHF 4.98 CHF 77,000 77,000 77,479 77,479 381,802 CHF 382,577 CHF 70.96% 70.96%
14/11/2024 0.20% 4.99 CHF 5.00 CHF 76,000 76,000 75,587 75,587 377,546 CHF 378,303 CHF 100.00% 100.00%
13/11/2024 0.21% 4.92 CHF 4.93 CHF 77,000 77,000 76,529 76,529 375,821 CHF 376,587 CHF 99.72% 99.72%
12/11/2024 0.20% 4.88 CHF 4.89 CHF 78,000 78,000 76,358 76,358 376,412 CHF 377,177 CHF 100.00% 100.00%
11/11/2024 0.20% 4.89 CHF 4.90 CHF 78,000 78,000 75,847 75,847 377,335 CHF 378,094 CHF 100.00% 100.00%
08/11/2024 0.20% 5.04 CHF 5.05 CHF 76,000 76,000 74,450 74,450 380,007 CHF 380,753 CHF 100.00% 100.00%
07/11/2024 0.20% 5.18 CHF 5.19 CHF 74,000 74,000 74,405 74,405 381,765 CHF 382,510 CHF 100.00% 100.00%

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