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% 4.88 CHF 4.89 CHF 189,900 189,900 188,762 188,762 950,488 CHF 952,376 CHF 99.45% 99.45%
19/11/2024 0.20% 5.20 CHF 5.21 CHF 188,000 188,000 190,287 190,287 973,759 CHF 975,662 CHF 100.00% 100.00%
18/11/2024 0.20% 5.13 CHF 5.14 CHF 191,800 191,800 188,868 188,868 957,872 CHF 959,761 CHF 98.78% 98.78%
15/11/2024 0.20% 5.03 CHF 5.04 CHF 187,000 187,000 190,412 190,412 975,357 CHF 977,261 CHF 98.67% 98.67%
14/11/2024 0.20% 5.15 CHF 5.16 CHF 192,600 192,600 183,477 183,477 918,240 CHF 920,074 CHF 100.00% 100.00%
13/11/2024 0.19% 5.17 CHF 5.18 CHF 177,400 177,400 178,360 178,360 958,650 CHF 960,434 CHF 100.00% 100.00%
12/11/2024 0.19% 5.36 CHF 5.37 CHF 179,000 179,000 175,936 175,936 949,281 CHF 951,041 CHF 99.82% 99.82%
11/11/2024 0.18% 5.55 CHF 5.56 CHF 173,900 173,900 163,135 163,135 915,630 CHF 917,261 CHF 99.74% 99.74%
08/11/2024 0.16% 6.00 CHF 6.01 CHF 156,200 156,200 155,901 155,901 966,156 CHF 967,715 CHF 99.10% 99.10%
07/11/2024 0.16% 6.36 CHF 6.37 CHF 155,700 155,700 161,891 161,891 1,013,940 CHF 1,015,560 CHF 99.96% 99.96%

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