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 0.54% 6.07 CHF 6.09 CHF 4,870 4,870 3,226 3,226 18,641 CHF 18,733 CHF 100.00% 100.00%
19/11/2024 0.61% 5.85 CHF 5.87 CHF 4,480 4,480 3,024 3,024 18,413 CHF 18,517 CHF 100.00% 100.00%
18/11/2024 0.61% 6.14 CHF 6.16 CHF 4,150 4,150 2,793 2,793 17,640 CHF 17,739 CHF 100.00% 100.00%
15/11/2024 0.61% 6.59 CHF 6.61 CHF 4,640 4,640 3,047 3,047 18,967 CHF 19,074 CHF 72.07% 72.07%
14/11/2024 0.54% 6.00 CHF 6.02 CHF 4,940 4,940 3,250 3,250 18,503 CHF 18,595 CHF 100.00% 100.00%
13/11/2024 0.57% 5.54 CHF 5.56 CHF 5,220 5,220 3,484 3,484 18,750 CHF 18,850 CHF 99.69% 99.69%
12/11/2024 0.56% 5.47 CHF 5.49 CHF 5,040 5,040 3,366 3,366 18,290 CHF 18,386 CHF 100.00% 100.00%
11/11/2024 0.55% 5.48 CHF 5.50 CHF 4,770 4,770 3,207 3,207 17,844 CHF 17,936 CHF 100.00% 100.00%
08/11/2024 0.57% 5.57 CHF 5.59 CHF 5,160 5,160 3,445 3,445 18,712 CHF 18,810 CHF 100.00% 100.00%
07/11/2024 0.65% 5.53 CHF 5.55 CHF 4,620 4,620 3,107 3,107 17,677 CHF 17,784 CHF 100.00% 100.00%

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