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 5.56% 6.65 CHF 6.85 CHF 10,000 5,000 10,000 1,868 62,665 CHF 12,524 CHF 99.57% 99.57%
19/11/2024 5.74% 6.23 CHF 6.43 CHF 10,000 5,000 10,000 1,868 60,512 CHF 11,973 CHF 99.59% 99.59%
18/11/2024 6.33% 5.69 CHF 5.89 CHF 10,000 5,000 10,000 1,878 54,585 CHF 10,920 CHF 98.47% 98.47%
15/11/2024 6.48% 5.26 CHF 5.46 CHF 10,000 5,000 10,000 1,868 53,097 CHF 10,433 CHF 99.60% 99.60%
14/11/2024 6.99% 5.47 CHF 5.67 CHF 10,000 5,000 17,597 1,855 86,709 CHF 10,157 CHF 99.19% 99.19%
13/11/2024 6.15% 5.33 CHF 5.53 CHF 10,000 5,000 10,000 1,887 55,759 CHF 10,931 CHF 97.55% 97.55%
12/11/2024 6.22% 5.66 CHF 5.86 CHF 10,000 5,000 10,000 1,869 55,591 CHF 10,998 CHF 99.47% 99.47%
11/11/2024 7.49% 6.05 CHF 6.35 CHF 10,000 5,000 10,000 1,879 67,992 CHF 13,014 CHF 98.38% 98.38%
08/11/2024 7.13% 7.47 CHF 7.77 CHF 10,000 5,000 10,000 1,869 72,534 CHF 14,536 CHF 99.57% 99.57%
07/11/2024 6.33% 7.73 CHF 8.03 CHF 10,000 5,000 10,000 2,258 76,821 CHF 18,010 CHF 50.09% 50.09%

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