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 0.26% 7.45 CHF 7.47 CHF 6,700 6,700 6,646 6,646 50,694 CHF 50,827 CHF 100.00% 100.00%
19/11/2024 0.25% 7.93 CHF 7.95 CHF 6,300 6,300 6,256 6,256 50,742 CHF 50,867 CHF 100.00% 100.00%
18/11/2024 0.23% 8.40 CHF 8.42 CHF 6,200 6,200 6,171 6,171 52,514 CHF 52,638 CHF 100.00% 100.00%
15/11/2024 0.23% 8.58 CHF 8.60 CHF 6,300 6,300 6,231 6,231 53,460 CHF 53,585 CHF 100.00% 100.00%
14/11/2024 0.24% 8.34 CHF 8.36 CHF 6,100 6,100 6,075 6,075 51,497 CHF 51,619 CHF 100.00% 100.00%
13/11/2024 0.23% 8.64 CHF 8.66 CHF 7,200 7,200 7,080 7,080 62,769 CHF 62,910 CHF 99.79% 99.79%
12/11/2024 0.28% 6.89 CHF 6.91 CHF 7,100 7,100 6,979 6,979 50,214 CHF 50,353 CHF 99.85% 99.85%
11/11/2024 0.27% 7.45 CHF 7.47 CHF 7,300 7,300 7,325 7,325 54,958 CHF 55,105 CHF 99.69% 99.69%
08/11/2024 0.28% 6.98 CHF 7.00 CHF 7,600 7,600 7,496 7,496 52,646 CHF 52,796 CHF 99.20% 99.20%
07/11/2024 0.29% 7.06 CHF 7.08 CHF 8,300 8,300 8,283 8,283 57,930 CHF 58,095 CHF 99.39% 99.39%

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