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 0.19% 5.32 CHF 5.33 CHF 100,000 100,000 43,894 43,894 234,495 CHF 234,935 CHF 99.85% 99.85%
19/11/2024 0.20% 5.25 CHF 5.26 CHF 100,000 100,000 45,678 45,678 237,246 CHF 237,703 CHF 99.93% 99.93%
18/11/2024 0.19% 5.32 CHF 5.33 CHF 100,000 100,000 44,019 44,019 230,876 CHF 231,317 CHF 99.53% 99.53%
15/11/2024 0.18% 5.40 CHF 5.41 CHF 100,000 100,000 44,391 44,391 244,934 CHF 245,379 CHF 99.69% 99.69%
14/11/2024 0.29% 5.70 CHF 5.73 CHF 48,500 48,500 31,257 31,257 178,296 CHF 178,869 CHF 98.92% 98.92%
13/11/2024 0.18% 5.68 CHF 5.69 CHF 98,000 98,000 43,796 43,796 250,203 CHF 250,642 CHF 99.51% 99.51%
12/11/2024 0.18% 5.77 CHF 5.78 CHF 97,000 97,000 43,545 43,545 251,782 CHF 252,218 CHF 97.66% 97.66%
11/11/2024 0.17% 5.68 CHF 5.69 CHF 98,000 98,000 44,042 44,042 253,223 CHF 253,664 CHF 99.32% 99.32%
08/11/2024 0.18% 5.75 CHF 5.76 CHF 98,000 98,000 43,875 43,875 254,015 CHF 254,456 CHF 99.20% 99.20%
07/11/2024 0.18% 5.80 CHF 5.81 CHF 97,000 97,000 44,200 44,200 248,314 CHF 248,757 CHF 99.74% 99.74%

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