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 0.18% 5.53 CHF 5.54 CHF 72,000 72,000 71,812 71,812 401,501 CHF 402,219 CHF 100.00% 100.00%
19/11/2024 0.19% 5.47 CHF 5.48 CHF 74,000 74,000 73,695 73,695 397,850 CHF 398,587 CHF 100.00% 100.00%
18/11/2024 0.18% 5.44 CHF 5.45 CHF 74,000 74,000 73,695 73,695 398,427 CHF 399,164 CHF 100.00% 100.00%
15/11/2024 0.18% 5.36 CHF 5.37 CHF 74,000 74,000 73,655 73,655 399,476 CHF 400,212 CHF 100.00% 100.00%
14/11/2024 0.18% 5.52 CHF 5.53 CHF 72,000 72,000 72,312 72,312 397,405 CHF 398,128 CHF 100.00% 100.00%
13/11/2024 0.18% 5.46 CHF 5.47 CHF 74,000 74,000 73,563 73,563 399,090 CHF 399,826 CHF 100.00% 100.00%
12/11/2024 0.18% 5.55 CHF 5.56 CHF 72,000 72,000 71,703 71,703 399,865 CHF 400,582 CHF 100.00% 100.00%
11/11/2024 0.18% 5.60 CHF 5.61 CHF 72,000 72,000 71,703 71,703 405,587 CHF 406,304 CHF 100.00% 100.00%
08/11/2024 0.18% 5.60 CHF 5.61 CHF 72,000 72,000 71,700 71,700 402,109 CHF 402,826 CHF 99.18% 99.18%
07/11/2024 0.18% 5.57 CHF 5.58 CHF 72,000 72,000 72,441 72,441 397,488 CHF 398,212 CHF 100.00% 100.00%

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