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
25/11/2024 0.50% 6.25 CHF 6.26 CHF 36,000 36,000 16,179 16,179 100,957 CHF 101,332 CHF 99.83% 99.83%
22/11/2024 0.51% 6.23 CHF 6.24 CHF 36,000 36,000 16,679 16,679 102,422 CHF 102,816 CHF 99.38% 99.38%
20/11/2024 0.51% 6.02 CHF 6.03 CHF 37,000 37,000 16,947 16,947 102,461 CHF 102,860 CHF 99.27% 99.27%
19/11/2024 0.52% 6.04 CHF 6.05 CHF 37,000 37,000 16,924 16,924 101,953 CHF 102,352 CHF 99.92% 99.92%
18/11/2024 0.51% 6.12 CHF 6.13 CHF 36,000 36,000 16,391 16,391 100,369 CHF 100,752 CHF 99.84% 99.84%
15/11/2024 0.52% 6.06 CHF 6.07 CHF 37,000 37,000 16,907 16,907 101,407 CHF 101,807 CHF 99.60% 99.60%
14/11/2024 0.52% 6.02 CHF 6.03 CHF 37,000 37,000 16,999 16,999 102,276 CHF 102,675 CHF 98.26% 98.26%
13/11/2024 0.52% 6.04 CHF 6.05 CHF 37,000 37,000 16,979 16,979 101,463 CHF 101,863 CHF 99.48% 99.48%
12/11/2024 0.52% 6.00 CHF 6.01 CHF 37,000 37,000 16,961 16,961 101,504 CHF 101,904 CHF 99.74% 99.74%
11/11/2024 0.53% 5.98 CHF 5.99 CHF 37,000 37,000 16,932 16,932 100,432 CHF 100,832 CHF 99.38% 99.38%

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