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 0.63% 5.74 CHF 5.76 CHF 20,000 20,000 12,171 7,474 69,234 CHF 42,948 CHF 99.60% 99.60%
20/11/2024 0.64% 5.35 CHF 5.37 CHF 20,000 20,000 12,171 7,473 67,020 CHF 41,259 CHF 99.60% 99.60%
19/11/2024 0.65% 5.70 CHF 5.72 CHF 20,000 20,000 12,171 7,473 67,059 CHF 41,618 CHF 99.61% 99.61%
18/11/2024 0.67% 5.63 CHF 5.65 CHF 20,000 20,000 12,171 7,473 65,229 CHF 40,698 CHF 99.62% 99.62%
15/11/2024 0.66% 5.20 CHF 5.22 CHF 20,000 20,000 12,171 7,473 64,868 CHF 39,791 CHF 99.62% 99.62%
14/11/2024 0.68% 5.45 CHF 5.47 CHF 20,000 20,000 12,171 7,473 64,238 CHF 39,961 CHF 99.61% 99.61%
13/11/2024 0.70% 5.13 CHF 5.15 CHF 20,000 20,000 12,229 7,566 61,978 CHF 38,614 CHF 96.99% 96.99%
12/11/2024 0.70% 5.25 CHF 5.27 CHF 20,000 20,000 12,207 7,473 62,348 CHF 38,478 CHF 99.61% 99.61%
11/11/2024 0.66% 4.98 CHF 5.00 CHF 20,000 20,000 12,194 7,511 64,150 CHF 39,099 CHF 98.56% 98.56%
08/11/2024 0.65% 5.40 CHF 5.42 CHF 20,000 20,000 12,171 7,473 66,785 CHF 41,238 CHF 99.60% 99.60%

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