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 250,000 100,000 250,000 100,000 1,466,640 CHF 587,657 CHF 99.38% 99.38%
19/11/2024 0.18% 5.62 CHF 5.63 CHF 250,000 100,000 250,000 100,000 1,397,980 CHF 560,194 CHF 99.38% 99.38%
18/11/2024 0.18% 5.66 CHF 5.67 CHF 250,000 100,000 250,000 100,000 1,406,810 CHF 563,724 CHF 99.38% 99.38%
15/11/2024 0.18% 5.65 CHF 5.66 CHF 250,000 100,000 250,000 100,000 1,421,770 CHF 569,709 CHF 99.37% 99.37%
14/11/2024 0.17% 5.73 CHF 5.74 CHF 250,000 100,000 250,000 100,000 1,434,990 CHF 574,994 CHF 99.38% 99.38%
13/11/2024 0.17% 5.78 CHF 5.79 CHF 250,000 100,000 250,000 100,000 1,450,180 CHF 581,070 CHF 99.38% 99.38%
12/11/2024 0.17% 5.80 CHF 5.81 CHF 250,000 100,000 250,000 100,000 1,479,590 CHF 592,835 CHF 99.11% 99.11%
11/11/2024 0.17% 6.03 CHF 6.04 CHF 250,000 100,000 250,000 100,000 1,508,000 CHF 604,202 CHF 99.38% 99.38%
08/11/2024 0.17% 5.91 CHF 5.92 CHF 250,000 100,000 250,000 100,000 1,469,090 CHF 588,634 CHF 99.38% 99.38%
07/11/2024 0.17% 5.90 CHF 5.91 CHF 250,000 100,000 250,000 100,000 1,476,760 CHF 591,702 CHF 98.69% 98.69%

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