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 1.55% 5.35 CHF 5.40 CHF 50,000 50,000 18,679 18,679 103,451 CHF 104,777 CHF 99.56% 99.56%
19/11/2024 1.60% 5.37 CHF 5.42 CHF 50,000 50,000 20,004 20,004 107,769 CHF 109,144 CHF 86.45% 86.45%
18/11/2024 1.58% 5.67 CHF 5.72 CHF 50,000 50,000 18,686 18,686 104,738 CHF 106,064 CHF 99.55% 99.55%
15/11/2024 2.88% 5.61 CHF 5.71 CHF 50,000 50,000 18,683 18,683 110,626 CHF 113,277 CHF 99.59% 99.59%
14/11/2024 1.40% 6.31 CHF 6.36 CHF 50,000 50,000 18,687 18,687 118,585 CHF 119,911 CHF 99.56% 99.56%
13/11/2024 1.47% 5.99 CHF 6.04 CHF 50,000 50,000 18,871 18,871 112,418 CHF 113,751 CHF 97.49% 97.49%
12/11/2024 1.53% 5.93 CHF 5.98 CHF 50,000 50,000 18,917 18,917 110,022 CHF 111,357 CHF 96.97% 96.97%
11/11/2024 1.46% 5.76 CHF 5.81 CHF 50,000 50,000 18,682 18,682 112,840 CHF 114,166 CHF 99.56% 99.56%
08/11/2024 1.42% 6.14 CHF 6.19 CHF 50,000 50,000 18,682 18,682 116,234 CHF 117,560 CHF 99.59% 99.59%
07/11/2024 1.48% 6.28 CHF 6.33 CHF 50,000 50,000 18,674 18,674 112,771 CHF 114,096 CHF 99.57% 99.57%

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