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 0.33% 5.84 CHF 5.85 CHF 23,760 23,760 15,943 15,943 93,000 CHF 93,282 CHF 100.00% 100.00%
19/11/2024 0.35% 5.62 CHF 5.63 CHF 24,530 24,530 16,590 16,590 91,905 CHF 92,199 CHF 99.09% 99.09%
18/11/2024 0.36% 5.53 CHF 5.54 CHF 24,860 24,860 17,007 17,007 91,202 CHF 91,503 CHF 99.99% 99.99%
15/11/2024 0.36% 5.35 CHF 5.36 CHF 25,480 25,480 16,748 16,748 90,871 CHF 91,177 CHF 71.94% 71.94%
14/11/2024 0.35% 5.51 CHF 5.52 CHF 24,990 24,990 16,729 16,729 91,831 CHF 92,127 CHF 100.00% 100.00%
13/11/2024 0.36% 5.42 CHF 5.43 CHF 25,220 25,220 17,066 17,066 91,438 CHF 91,740 CHF 99.93% 99.93%
12/11/2024 0.37% 5.23 CHF 5.24 CHF 25,940 25,940 17,422 17,422 90,682 CHF 90,991 CHF 100.00% 100.00%
11/11/2024 0.38% 5.17 CHF 5.18 CHF 26,210 26,210 17,711 17,711 90,444 CHF 90,758 CHF 100.00% 100.00%
08/11/2024 0.38% 5.02 CHF 5.03 CHF 26,880 26,880 17,942 17,942 90,574 CHF 90,891 CHF 100.00% 100.00%
07/11/2024 0.39% 5.00 CHF 5.01 CHF 27,060 27,060 18,287 18,287 90,307 CHF 90,630 CHF 100.00% 100.00%

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