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 1.46% 4.63 CHF 4.67 CHF 15,600 15,600 6,856 6,856 35,433 CHF 35,867 CHF 99.57% 99.57%
19/11/2024 1.43% 5.44 CHF 5.48 CHF 17,100 17,100 7,608 7,608 37,888 CHF 38,317 CHF 99.21% 99.21%
18/11/2024 1.53% 4.30 CHF 4.34 CHF 19,300 19,300 8,623 8,623 36,431 CHF 36,898 CHF 99.90% 99.90%
15/11/2024 1.59% 3.91 CHF 3.95 CHF 17,000 17,000 6,916 6,916 28,179 CHF 28,556 CHF 91.62% 91.62%
14/11/2024 1.00% 7.46 CHF 7.52 CHF 11,600 11,600 5,102 5,102 37,522 CHF 37,857 CHF 99.72% 99.72%
13/11/2024 1.00% 6.85 CHF 6.89 CHF 13,200 13,200 6,241 6,241 38,632 CHF 38,953 CHF 99.93% 99.93%
12/11/2024 1.04% 5.97 CHF 6.01 CHF 13,100 13,100 5,773 5,773 35,395 CHF 35,706 CHF 99.90% 99.90%
11/11/2024 1.13% 6.31 CHF 6.35 CHF 12,000 12,000 4,935 4,935 32,440 CHF 32,730 CHF 99.90% 99.90%
08/11/2024 0.88% 7.48 CHF 7.52 CHF 12,500 12,500 5,805 5,805 41,398 CHF 41,701 CHF 97.40% 97.40%
07/11/2024 1.00% 6.03 CHF 6.07 CHF 13,800 13,800 6,154 6,154 37,024 CHF 37,339 CHF 100.00% 100.00%

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