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 0.57% 5.87 CHF 5.88 CHF 10,000 10,000 10,000 5,802 60,160 CHF 34,991 CHF 99.62% 99.62%
19/11/2024 0.60% 5.68 CHF 5.69 CHF 10,000 10,000 10,000 5,807 56,406 CHF 32,834 CHF 99.04% 99.04%
18/11/2024 0.55% 5.86 CHF 5.87 CHF 10,000 10,000 10,000 5,802 61,448 CHF 35,583 CHF 99.58% 99.58%
15/11/2024 0.54% 6.14 CHF 6.15 CHF 10,000 10,000 10,000 5,801 63,056 CHF 36,590 CHF 99.60% 99.60%
14/11/2024 0.45% 6.90 CHF 6.91 CHF 10,000 10,000 10,000 5,801 74,449 CHF 42,714 CHF 99.62% 99.62%
13/11/2024 0.45% 7.89 CHF 7.90 CHF 10,000 10,000 10,000 5,871 74,911 CHF 44,492 CHF 97.53% 97.53%
12/11/2024 0.46% 7.80 CHF 7.81 CHF 10,000 10,000 10,000 5,841 73,927 CHF 43,805 CHF 94.99% 94.99%
11/11/2024 0.56% 7.33 CHF 7.34 CHF 10,000 10,000 10,000 5,803 62,549 CHF 37,535 CHF 99.53% 99.53%
08/11/2024 0.73% 5.25 CHF 5.26 CHF 10,000 10,000 18,828 5,811 88,656 CHF 27,942 CHF 99.64% 99.64%
07/11/2024 0.77% 4.79 CHF 4.80 CHF 20,000 10,000 20,000 5,810 89,715 CHF 26,506 CHF 99.62% 99.62%

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