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 0.22% 4.50 CHF 4.51 CHF 50,000 50,000 30,526 30,526 138,372 CHF 138,677 CHF 97.88% 97.88%
19/11/2024 0.23% 4.43 CHF 4.44 CHF 50,000 50,000 31,240 31,240 136,761 CHF 137,073 CHF 86.69% 86.69%
18/11/2024 0.23% 4.50 CHF 4.51 CHF 50,000 50,000 30,443 30,443 134,825 CHF 135,130 CHF 99.39% 99.39%
15/11/2024 0.21% 4.58 CHF 4.59 CHF 50,000 50,000 30,486 30,486 143,632 CHF 143,937 CHF 98.58% 98.58%
14/11/2024 0.20% 4.88 CHF 4.89 CHF 50,000 50,000 30,398 30,398 148,362 CHF 148,666 CHF 99.06% 99.06%
13/11/2024 0.20% 4.86 CHF 4.87 CHF 50,000 50,000 30,952 30,952 151,623 CHF 151,932 CHF 90.83% 90.83%
12/11/2024 0.20% 4.95 CHF 4.96 CHF 50,000 50,000 30,428 30,428 150,551 CHF 150,855 CHF 99.63% 99.63%
11/11/2024 0.20% 4.86 CHF 4.87 CHF 50,000 50,000 30,371 30,371 150,544 CHF 150,848 CHF 98.80% 98.80%
08/11/2024 0.20% 4.94 CHF 4.95 CHF 50,000 50,000 30,495 30,495 152,087 CHF 152,392 CHF 98.42% 98.42%
07/11/2024 0.21% 4.99 CHF 5.00 CHF 50,000 50,000 30,427 30,427 145,290 CHF 145,594 CHF 99.58% 99.58%

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