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 0.19% 5.21 CHF 5.22 CHF 10,000 10,000 10,000 10,000 51,364 CHF 51,464 CHF 99.99% 99.99%
19/11/2024 0.20% 5.13 CHF 5.14 CHF 10,000 10,000 10,223 10,000 51,940 CHF 50,930 CHF 100.00% 100.00%
18/11/2024 0.19% 5.00 CHF 5.01 CHF 10,000 10,000 10,354 10,000 53,235 CHF 51,575 CHF 99.77% 99.77%
15/11/2024 0.19% 5.14 CHF 5.15 CHF 10,000 10,000 10,000 10,000 52,013 CHF 52,113 CHF 99.99% 99.99%
14/11/2024 0.19% 5.29 CHF 5.30 CHF 10,000 10,000 10,000 10,000 53,573 CHF 53,673 CHF 95.92% 95.92%
13/11/2024 0.17% 5.69 CHF 5.70 CHF 10,000 10,000 10,000 10,000 57,461 CHF 57,561 CHF 97.72% 97.72%
12/11/2024 0.18% 5.76 CHF 5.77 CHF 10,000 10,000 10,000 10,000 55,110 CHF 55,210 CHF 98.70% 98.70%
11/11/2024 0.19% 5.38 CHF 5.39 CHF 10,000 10,000 10,000 10,000 52,625 CHF 52,725 CHF 95.92% 95.92%
08/11/2024 0.19% 5.32 CHF 5.33 CHF 10,000 10,000 10,000 10,000 51,940 CHF 52,040 CHF 84.64% 84.64%
07/11/2024 0.20% 5.00 CHF 5.01 CHF 10,000 10,000 12,140 10,000 60,867 CHF 50,321 CHF 99.99% 99.99%

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