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 0.33% 5.63 CHF 5.65 CHF 15,000 15,000 15,000 15,000 91,544 CHF 91,844 CHF 100.00% 100.00%
19/11/2024 0.56% 5.57 CHF 5.60 CHF 14,400 14,400 14,400 14,400 76,789 CHF 77,221 CHF 100.00% 100.00%
18/11/2024 0.51% 5.85 CHF 5.88 CHF 13,300 13,300 13,300 13,300 77,729 CHF 78,128 CHF 100.00% 100.00%
15/11/2024 0.44% 6.45 CHF 6.48 CHF 12,500 12,500 12,500 12,500 84,145 CHF 84,520 CHF 100.00% 100.00%
14/11/2024 0.43% 7.00 CHF 7.03 CHF 13,400 13,400 13,400 13,400 92,275 CHF 92,677 CHF 100.00% 100.00%
13/11/2024 0.49% 6.33 CHF 6.36 CHF 13,800 13,800 13,800 13,800 84,853 CHF 85,267 CHF 100.00% 100.00%
12/11/2024 0.43% 6.01 CHF 6.04 CHF 11,600 11,600 11,600 11,600 80,765 CHF 81,113 CHF 99.85% 99.85%
11/11/2024 0.39% 7.81 CHF 7.84 CHF 12,600 12,600 12,600 12,600 96,801 CHF 97,179 CHF 99.64% 99.64%
08/11/2024 0.44% 6.81 CHF 6.84 CHF 12,400 12,400 12,400 12,400 84,765 CHF 85,137 CHF 98.70% 98.70%
07/11/2024 0.42% 7.13 CHF 7.16 CHF 12,300 12,300 12,300 12,300 87,204 CHF 87,573 CHF 100.00% 100.00%

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