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 2.74% 5.86 CHF 6.01 CHF 10,000 10,000 10,000 10,000 54,067 CHF 55,567 CHF 99.53% 99.53%
19/11/2024 2.77% 5.34 CHF 5.49 CHF 10,000 10,000 10,518 10,000 56,040 CHF 55,036 CHF 99.55% 99.55%
18/11/2024 3.10% 4.69 CHF 4.84 CHF 20,000 10,000 20,000 10,000 95,175 CHF 49,087 CHF 99.57% 99.57%
15/11/2024 2.93% 5.01 CHF 5.16 CHF 10,000 10,000 14,553 10,000 72,907 CHF 51,954 CHF 98.92% 98.92%
14/11/2024 3.37% 5.40 CHF 5.60 CHF 10,000 10,000 10,000 10,000 58,568 CHF 60,568 CHF 98.73% 98.73%
13/11/2024 2.97% 6.80 CHF 7.00 CHF 10,000 10,000 10,000 10,000 66,346 CHF 68,346 CHF 96.12% 96.12%
12/11/2024 2.73% 6.11 CHF 6.26 CHF 10,000 10,000 10,000 10,000 54,361 CHF 55,861 CHF 99.55% 99.55%
11/11/2024 3.52% 5.28 CHF 5.48 CHF 10,000 10,000 10,000 10,000 55,939 CHF 57,939 CHF 99.56% 99.56%
08/11/2024 2.58% 5.98 CHF 6.13 CHF 10,000 10,000 10,000 10,000 57,453 CHF 58,953 CHF 99.52% 99.52%
07/11/2024 3.93% 4.58 CHF 4.78 CHF 20,000 10,000 15,307 10,000 75,217 CHF 52,041 CHF 99.24% 99.24%

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