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 0.17% 5.70 CHF 5.71 CHF 72,000 72,000 71,812 71,812 413,832 CHF 414,550 CHF 100.00% 100.00%
19/11/2024 0.18% 5.64 CHF 5.65 CHF 74,000 74,000 73,695 73,695 410,506 CHF 411,243 CHF 100.00% 100.00%
18/11/2024 0.18% 5.61 CHF 5.62 CHF 74,000 74,000 73,695 73,695 411,110 CHF 411,847 CHF 100.00% 100.00%
15/11/2024 0.18% 5.53 CHF 5.54 CHF 74,000 74,000 73,654 73,654 412,134 CHF 412,871 CHF 100.00% 100.00%
14/11/2024 0.18% 5.69 CHF 5.70 CHF 72,000 72,000 72,312 72,312 409,838 CHF 410,561 CHF 100.00% 100.00%
13/11/2024 0.18% 5.63 CHF 5.64 CHF 74,000 74,000 73,563 73,563 411,718 CHF 412,454 CHF 100.00% 100.00%
12/11/2024 0.17% 5.72 CHF 5.73 CHF 72,000 72,000 71,703 71,703 412,214 CHF 412,931 CHF 100.00% 100.00%
11/11/2024 0.17% 5.77 CHF 5.78 CHF 72,000 72,000 71,703 71,703 417,919 CHF 418,636 CHF 100.00% 100.00%
08/11/2024 0.17% 5.78 CHF 5.79 CHF 72,000 72,000 71,700 71,700 414,474 CHF 415,191 CHF 99.18% 99.18%
07/11/2024 0.18% 5.74 CHF 5.75 CHF 72,000 72,000 72,441 72,441 410,018 CHF 410,742 CHF 100.00% 100.00%

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