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 0.12% 8.55 CHF 8.56 CHF 29,000 29,000 28,710 28,710 247,036 CHF 247,323 CHF 100.00% 100.00%
19/11/2024 0.12% 8.54 CHF 8.55 CHF 29,000 29,000 28,722 28,722 245,910 CHF 246,197 CHF 98.87% 98.87%
18/11/2024 0.12% 8.59 CHF 8.60 CHF 29,000 29,000 28,729 28,729 245,597 CHF 245,885 CHF 100.00% 100.00%
15/11/2024 0.12% 8.54 CHF 8.55 CHF 29,000 29,000 29,164 29,164 247,972 CHF 248,264 CHF 71.80% 71.80%
14/11/2024 0.12% 8.47 CHF 8.48 CHF 29,500 29,500 29,262 29,262 246,079 CHF 246,372 CHF 100.00% 100.00%
13/11/2024 0.12% 8.33 CHF 8.34 CHF 30,000 30,000 29,667 29,667 246,892 CHF 247,189 CHF 99.56% 99.56%
12/11/2024 0.12% 8.23 CHF 8.24 CHF 30,000 30,000 29,632 29,632 246,357 CHF 246,654 CHF 100.00% 100.00%
11/11/2024 0.12% 8.43 CHF 8.44 CHF 29,500 29,500 29,224 29,224 245,895 CHF 246,188 CHF 100.00% 100.00%
08/11/2024 0.12% 8.28 CHF 8.29 CHF 30,000 30,000 29,698 29,698 246,355 CHF 246,652 CHF 100.00% 100.00%
07/11/2024 0.12% 8.40 CHF 8.41 CHF 29,500 29,500 29,223 29,223 245,975 CHF 246,268 CHF 100.00% 100.00%

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