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% 5.52 CHF 5.53 CHF 100,000 100,000 43,854 43,854 243,193 CHF 243,632 CHF 99.71% 99.71%
19/11/2024 0.19% 5.45 CHF 5.46 CHF 100,000 100,000 45,726 45,726 246,747 CHF 247,205 CHF 100.00% 100.00%
18/11/2024 0.19% 5.52 CHF 5.53 CHF 100,000 100,000 44,021 44,021 239,823 CHF 240,264 CHF 99.53% 99.53%
15/11/2024 0.18% 5.61 CHF 5.62 CHF 100,000 100,000 44,385 44,385 253,926 CHF 254,371 CHF 99.68% 99.68%
14/11/2024 0.28% 5.90 CHF 5.93 CHF 48,500 48,500 31,257 31,257 184,657 CHF 185,231 CHF 98.91% 98.91%
13/11/2024 0.17% 5.88 CHF 5.89 CHF 98,000 98,000 43,784 43,784 258,981 CHF 259,419 CHF 99.74% 99.74%
12/11/2024 0.17% 5.97 CHF 5.98 CHF 97,000 97,000 43,486 43,486 260,228 CHF 260,664 CHF 97.55% 97.55%
11/11/2024 0.17% 5.88 CHF 5.89 CHF 98,000 98,000 44,057 44,057 262,182 CHF 262,623 CHF 99.34% 99.34%
08/11/2024 0.17% 5.95 CHF 5.96 CHF 98,000 98,000 43,873 43,873 262,767 CHF 263,208 CHF 99.20% 99.20%
07/11/2024 0.18% 6.00 CHF 6.01 CHF 97,000 97,000 44,181 44,181 257,043 CHF 257,486 CHF 99.74% 99.74%

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