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 0.13% 8.01 CHF 8.02 CHF 31,000 31,000 30,462 30,462 245,841 CHF 246,146 CHF 100.00% 100.00%
19/11/2024 0.13% 8.00 CHF 8.01 CHF 31,000 31,000 30,654 30,654 246,147 CHF 246,454 CHF 98.87% 98.87%
18/11/2024 0.13% 8.06 CHF 8.07 CHF 31,000 31,000 30,710 30,710 246,187 CHF 246,494 CHF 100.00% 100.00%
15/11/2024 0.13% 8.00 CHF 8.01 CHF 31,000 31,000 31,080 31,080 247,652 CHF 247,963 CHF 71.83% 71.83%
14/11/2024 0.13% 7.94 CHF 7.95 CHF 31,500 31,500 31,259 31,259 246,164 CHF 246,477 CHF 100.00% 100.00%
13/11/2024 0.13% 7.80 CHF 7.81 CHF 32,000 32,000 31,667 31,667 246,683 CHF 247,000 CHF 99.56% 99.56%
12/11/2024 0.13% 7.70 CHF 7.71 CHF 32,500 32,500 31,706 31,706 246,725 CHF 247,042 CHF 100.00% 100.00%
11/11/2024 0.13% 7.89 CHF 7.90 CHF 31,500 31,500 31,205 31,205 245,961 CHF 246,273 CHF 100.00% 100.00%
08/11/2024 0.13% 7.75 CHF 7.76 CHF 32,000 32,000 31,688 31,688 246,009 CHF 246,326 CHF 100.00% 100.00%
07/11/2024 0.13% 7.86 CHF 7.87 CHF 31,500 31,500 31,216 31,216 246,138 CHF 246,451 CHF 100.00% 100.00%

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