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 0.74% 5.19 CHF 5.21 CHF 23,760 23,760 15,945 15,945 82,563 CHF 83,127 CHF 100.00% 100.00%
19/11/2024 0.79% 4.97 CHF 4.99 CHF 24,540 24,540 16,589 16,589 81,048 CHF 81,635 CHF 99.09% 99.09%
18/11/2024 0.82% 4.88 CHF 4.90 CHF 24,880 24,880 17,007 17,007 80,037 CHF 80,640 CHF 100.00% 100.00%
15/11/2024 0.82% 4.69 CHF 4.71 CHF 25,490 25,490 16,745 16,745 79,877 CHF 80,488 CHF 72.00% 72.00%
14/11/2024 0.80% 4.86 CHF 4.88 CHF 24,990 24,990 16,730 16,730 80,846 CHF 81,438 CHF 100.00% 100.00%
13/11/2024 0.82% 4.77 CHF 4.79 CHF 25,220 25,220 17,064 17,064 80,274 CHF 80,878 CHF 99.95% 99.95%
12/11/2024 0.85% 4.59 CHF 4.61 CHF 25,940 25,940 17,422 17,422 79,321 CHF 79,939 CHF 100.00% 100.00%
11/11/2024 0.86% 4.52 CHF 4.54 CHF 26,220 26,220 17,712 17,712 78,924 CHF 79,552 CHF 100.00% 100.00%
08/11/2024 0.87% 4.38 CHF 4.40 CHF 26,880 26,880 17,941 17,941 78,984 CHF 79,618 CHF 100.00% 100.00%
07/11/2024 0.90% 4.36 CHF 4.38 CHF 27,060 27,060 18,286 18,286 78,467 CHF 79,114 CHF 100.00% 100.00%

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