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 0.37% 5.28 CHF 5.30 CHF 44,500 44,500 44,802 44,802 243,977 CHF 244,873 CHF 100.00% 100.00%
19/11/2024 0.37% 5.44 CHF 5.46 CHF 45,000 45,000 43,977 43,977 236,757 CHF 237,637 CHF 100.00% 100.00%
18/11/2024 0.36% 5.59 CHF 5.61 CHF 43,300 43,300 42,516 42,516 238,015 CHF 238,865 CHF 100.00% 100.00%
15/11/2024 0.35% 5.60 CHF 5.62 CHF 42,000 42,000 42,601 42,601 244,539 CHF 245,391 CHF 100.00% 100.00%
14/11/2024 0.35% 5.73 CHF 5.75 CHF 43,000 43,000 42,880 42,880 241,766 CHF 242,624 CHF 99.91% 99.91%
13/11/2024 0.35% 5.48 CHF 5.50 CHF 42,800 42,800 43,464 43,464 246,281 CHF 247,150 CHF 100.00% 100.00%
12/11/2024 0.36% 5.59 CHF 5.61 CHF 43,900 43,900 43,418 43,418 243,594 CHF 244,462 CHF 100.00% 100.00%
11/11/2024 0.35% 5.68 CHF 5.70 CHF 43,100 43,100 42,497 42,497 242,498 CHF 243,348 CHF 100.00% 100.00%
08/11/2024 0.34% 5.74 CHF 5.76 CHF 42,100 42,100 41,075 41,075 239,396 CHF 240,217 CHF 100.00% 100.00%
07/11/2024 0.33% 6.02 CHF 6.04 CHF 40,400 40,400 41,902 41,902 255,636 CHF 256,474 CHF 100.00% 100.00%

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