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% 5.09 CHF 5.10 CHF 50,000 50,000 50,000 50,000 254,668 CHF 255,168 CHF 99.38% 99.38%
19/11/2024 0.19% 5.07 CHF 5.08 CHF 35,000 35,000 35,000 35,000 179,350 CHF 179,700 CHF 99.26% 99.26%
18/11/2024 0.20% 5.14 CHF 5.15 CHF 35,000 35,000 35,000 35,000 178,399 CHF 178,749 CHF 99.31% 99.31%
15/11/2024 0.20% 4.97 CHF 4.98 CHF 35,000 35,000 35,000 35,000 174,410 CHF 174,760 CHF 99.38% 99.38%
14/11/2024 0.20% 4.99 CHF 5.00 CHF 35,000 35,000 35,000 35,000 175,511 CHF 175,861 CHF 99.35% 99.35%
13/11/2024 0.20% 5.05 CHF 5.06 CHF 35,000 35,000 35,000 35,000 175,731 CHF 176,081 CHF 99.39% 99.39%
12/11/2024 0.20% 4.97 CHF 4.98 CHF 35,000 35,000 35,000 35,000 173,724 CHF 174,074 CHF 99.07% 99.07%
11/11/2024 0.21% 4.87 CHF 4.88 CHF 35,000 35,000 35,000 35,000 169,739 CHF 170,089 CHF 99.28% 99.28%
08/11/2024 0.20% 4.87 CHF 4.88 CHF 35,000 35,000 35,000 35,000 172,137 CHF 172,487 CHF 99.38% 99.38%
07/11/2024 0.20% 5.06 CHF 5.07 CHF 35,000 35,000 35,000 35,000 178,213 CHF 178,563 CHF 99.27% 99.27%

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