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 0.73% 5.70 CHF 5.74 CHF 14,100 14,100 13,930 13,930 76,597 CHF 77,154 CHF 100.00% 100.00%
19/11/2024 0.71% 5.60 CHF 5.64 CHF 14,800 14,800 14,787 14,787 82,559 CHF 83,150 CHF 100.00% 100.00%
18/11/2024 0.70% 5.33 CHF 5.37 CHF 14,900 14,900 15,015 15,015 80,605 CHF 81,173 CHF 100.00% 100.00%
15/11/2024 0.59% 5.22 CHF 5.25 CHF 15,700 15,700 15,594 15,594 79,746 CHF 80,214 CHF 100.00% 100.00%
14/11/2024 0.59% 4.94 CHF 4.97 CHF 15,100 15,100 15,171 15,171 76,810 CHF 77,265 CHF 100.00% 100.00%
13/11/2024 0.59% 5.09 CHF 5.12 CHF 16,000 16,000 15,948 15,948 80,534 CHF 81,012 CHF 100.00% 100.00%
12/11/2024 0.64% 4.92 CHF 4.95 CHF 17,900 17,900 17,575 17,575 81,960 CHF 82,487 CHF 100.00% 100.00%
11/11/2024 0.67% 4.45 CHF 4.48 CHF 15,500 15,500 15,553 15,553 69,067 CHF 69,533 CHF 100.00% 100.00%
08/11/2024 0.63% 4.83 CHF 4.86 CHF 18,000 18,000 17,887 17,887 84,797 CHF 85,334 CHF 99.19% 99.19%
07/11/2024 0.66% 4.39 CHF 4.42 CHF 15,600 15,600 15,654 15,654 70,740 CHF 71,210 CHF 100.00% 100.00%

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