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 0.64% 4.50 CHF 4.53 CHF 16,900 16,900 16,644 16,644 77,558 CHF 78,057 CHF 100.00% 100.00%
19/11/2024 0.65% 4.57 CHF 4.60 CHF 16,200 16,200 16,172 16,172 74,163 CHF 74,648 CHF 100.00% 100.00%
18/11/2024 0.63% 4.81 CHF 4.84 CHF 15,600 15,600 15,715 15,715 75,150 CHF 75,622 CHF 100.00% 100.00%
15/11/2024 0.70% 4.93 CHF 4.96 CHF 15,200 15,200 15,084 15,084 75,950 CHF 76,485 CHF 100.00% 100.00%
14/11/2024 0.59% 5.21 CHF 5.24 CHF 15,100 15,100 15,242 15,242 77,681 CHF 78,138 CHF 100.00% 100.00%
13/11/2024 0.78% 5.06 CHF 5.10 CHF 14,800 14,800 14,748 14,748 75,258 CHF 75,848 CHF 100.00% 100.00%
12/11/2024 0.72% 5.24 CHF 5.28 CHF 13,600 13,600 13,395 13,395 74,665 CHF 75,201 CHF 100.00% 100.00%
11/11/2024 0.68% 5.86 CHF 5.90 CHF 13,900 13,900 13,953 13,953 81,858 CHF 82,417 CHF 100.00% 100.00%
08/11/2024 0.72% 5.44 CHF 5.48 CHF 13,200 13,200 13,087 13,087 72,789 CHF 73,313 CHF 99.19% 99.19%
07/11/2024 0.68% 6.04 CHF 6.08 CHF 13,700 13,700 13,754 13,754 81,072 CHF 81,622 CHF 100.00% 100.00%

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