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% 5.31 CHF 5.32 CHF 200,000 200,000 200,000 200,000 1,057,050 CHF 1,059,050 CHF 99.81% 99.81%
19/11/2024 0.19% 5.36 CHF 5.37 CHF 200,000 200,000 200,000 200,000 1,077,730 CHF 1,079,730 CHF 99.72% 99.72%
18/11/2024 0.19% 5.32 CHF 5.33 CHF 200,000 200,000 200,000 200,000 1,064,690 CHF 1,066,690 CHF 99.71% 99.71%
15/11/2024 0.19% 5.29 CHF 5.30 CHF 200,000 200,000 200,000 200,000 1,049,160 CHF 1,051,160 CHF 99.81% 99.81%
14/11/2024 0.19% 5.19 CHF 5.20 CHF 200,000 200,000 200,000 200,000 1,042,870 CHF 1,044,870 CHF 99.81% 99.81%
13/11/2024 0.19% 5.27 CHF 5.28 CHF 200,000 200,000 200,000 200,000 1,050,680 CHF 1,052,680 CHF 99.81% 99.81%
12/11/2024 0.19% 5.25 CHF 5.26 CHF 200,000 200,000 200,000 200,000 1,033,130 CHF 1,035,130 CHF 99.51% 99.51%
11/11/2024 0.20% 5.10 CHF 5.11 CHF 200,000 200,000 200,000 200,000 1,019,880 CHF 1,021,880 CHF 99.72% 99.72%
08/11/2024 0.19% 5.17 CHF 5.18 CHF 200,000 200,000 200,000 200,000 1,035,810 CHF 1,037,810 CHF 99.81% 99.81%
07/11/2024 0.19% 5.12 CHF 5.13 CHF 200,000 200,000 200,000 200,000 1,025,680 CHF 1,027,680 CHF 95.70% 95.70%

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