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 0.35% 4.59 CHF 4.60 CHF 28,000 28,000 15,394 15,394 76,095 CHF 76,340 CHF 99.88% 99.88%
19/11/2024 0.38% 4.64 CHF 4.65 CHF 29,000 29,000 15,887 15,887 74,646 CHF 74,900 CHF 100.00% 100.00%
18/11/2024 0.37% 4.99 CHF 5.00 CHF 29,200 29,200 16,005 16,005 78,620 CHF 78,877 CHF 99.20% 99.20%
15/11/2024 0.41% 4.96 CHF 4.97 CHF 23,400 23,400 12,957 12,957 71,314 CHF 71,571 CHF 98.01% 98.01%
14/11/2024 0.40% 5.88 CHF 5.89 CHF 24,000 24,000 12,802 12,802 75,605 CHF 75,859 CHF 99.58% 99.58%
13/11/2024 0.42% 5.46 CHF 5.47 CHF 24,800 24,800 13,659 13,659 74,653 CHF 74,925 CHF 100.00% 100.00%
12/11/2024 0.35% 5.40 CHF 5.41 CHF 26,800 26,800 14,779 14,779 77,380 CHF 77,618 CHF 99.85% 99.85%
11/11/2024 0.41% 5.19 CHF 5.20 CHF 24,700 24,700 13,589 13,589 76,083 CHF 76,353 CHF 100.00% 100.00%
08/11/2024 0.40% 5.71 CHF 5.72 CHF 23,500 23,500 12,952 12,952 75,654 CHF 75,910 CHF 98.77% 98.77%
07/11/2024 0.32% 5.91 CHF 5.92 CHF 25,500 25,500 14,024 14,024 78,275 CHF 78,500 CHF 99.20% 99.20%

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