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% 5.14 CHF 5.15 CHF 50,000 50,000 30,526 30,526 157,996 CHF 158,301 CHF 97.88% 97.88%
19/11/2024 0.20% 5.07 CHF 5.08 CHF 50,000 50,000 31,241 31,241 156,789 CHF 157,101 CHF 86.69% 86.69%
18/11/2024 0.20% 5.14 CHF 5.15 CHF 50,000 50,000 30,444 30,444 154,433 CHF 154,737 CHF 99.39% 99.39%
15/11/2024 0.19% 5.23 CHF 5.24 CHF 50,000 50,000 30,486 30,486 163,291 CHF 163,595 CHF 98.57% 98.57%
14/11/2024 0.18% 5.52 CHF 5.53 CHF 50,000 50,000 30,399 30,399 167,982 CHF 168,286 CHF 99.07% 99.07%
13/11/2024 0.18% 5.50 CHF 5.51 CHF 50,000 50,000 30,914 30,914 171,239 CHF 171,548 CHF 91.45% 91.45%
12/11/2024 0.18% 5.59 CHF 5.60 CHF 50,000 50,000 30,430 30,430 170,018 CHF 170,323 CHF 99.65% 99.65%
11/11/2024 0.18% 5.50 CHF 5.51 CHF 50,000 50,000 30,372 30,372 169,931 CHF 170,235 CHF 98.82% 98.82%
08/11/2024 0.18% 5.58 CHF 5.59 CHF 50,000 50,000 30,495 30,495 171,361 CHF 171,666 CHF 98.43% 98.43%
07/11/2024 0.19% 5.62 CHF 5.63 CHF 50,000 50,000 30,428 30,428 164,553 CHF 164,858 CHF 99.59% 99.59%

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