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 0.14% 7.23 CHF 7.24 CHF 72,000 72,000 71,812 71,812 524,062 CHF 524,780 CHF 100.00% 100.00%
19/11/2024 0.14% 7.17 CHF 7.18 CHF 74,000 74,000 73,695 73,695 523,493 CHF 524,230 CHF 100.00% 100.00%
18/11/2024 0.14% 7.15 CHF 7.16 CHF 74,000 74,000 73,695 73,695 524,480 CHF 525,217 CHF 100.00% 100.00%
15/11/2024 0.14% 7.07 CHF 7.08 CHF 74,000 74,000 73,655 73,655 525,605 CHF 526,342 CHF 100.00% 100.00%
14/11/2024 0.14% 7.23 CHF 7.24 CHF 72,000 72,000 72,312 72,312 521,045 CHF 521,768 CHF 100.00% 100.00%
13/11/2024 0.14% 7.17 CHF 7.18 CHF 74,000 74,000 73,563 73,563 524,902 CHF 525,637 CHF 100.00% 100.00%
12/11/2024 0.14% 7.26 CHF 7.27 CHF 72,000 72,000 71,703 71,703 522,379 CHF 523,096 CHF 100.00% 100.00%
11/11/2024 0.14% 7.31 CHF 7.32 CHF 72,000 72,000 71,703 71,703 528,214 CHF 528,931 CHF 100.00% 100.00%
08/11/2024 0.14% 7.32 CHF 7.33 CHF 72,000 72,000 71,700 71,700 524,930 CHF 525,648 CHF 99.18% 99.18%
07/11/2024 0.14% 7.29 CHF 7.30 CHF 72,000 72,000 72,441 72,441 522,007 CHF 522,731 CHF 100.00% 100.00%

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