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 0.40% 5.80 CHF 5.83 CHF 8,000 8,000 8,000 8,000 47,982 CHF 48,174 CHF 100.00% 100.00%
19/11/2024 0.44% 5.84 CHF 5.86 CHF 7,000 7,000 7,000 7,000 40,217 CHF 40,393 CHF 100.00% 100.00%
18/11/2024 0.40% 6.24 CHF 6.26 CHF 8,000 8,000 8,000 8,000 49,292 CHF 49,488 CHF 100.00% 100.00%
15/11/2024 0.39% 5.93 CHF 5.96 CHF 8,000 8,000 8,000 8,000 47,955 CHF 48,142 CHF 100.00% 100.00%
14/11/2024 0.40% 5.70 CHF 5.72 CHF 8,000 8,000 8,000 8,000 43,212 CHF 43,386 CHF 100.00% 100.00%
13/11/2024 0.43% 5.12 CHF 5.15 CHF 8,000 8,000 8,000 8,000 43,412 CHF 43,600 CHF 100.00% 100.00%
12/11/2024 0.42% 5.76 CHF 5.79 CHF 7,000 7,000 7,000 7,000 42,867 CHF 43,049 CHF 100.00% 100.00%
11/11/2024 0.38% 6.46 CHF 6.49 CHF 7,000 7,000 7,000 7,000 45,282 CHF 45,457 CHF 100.00% 100.00%
08/11/2024 0.41% 6.08 CHF 6.10 CHF 7,000 7,000 7,000 7,000 42,923 CHF 43,098 CHF 100.00% 100.00%
07/11/2024 0.40% 6.30 CHF 6.33 CHF 7,000 7,000 7,000 7,000 47,048 CHF 47,236 CHF 100.00% 100.00%

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