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% 7.47 CHF 7.48 CHF 33,500 33,500 32,720 32,720 246,265 CHF 246,593 CHF 100.00% 100.00%
19/11/2024 0.13% 7.46 CHF 7.47 CHF 33,500 33,500 32,872 32,872 245,998 CHF 246,327 CHF 98.88% 98.88%
18/11/2024 0.14% 7.51 CHF 7.52 CHF 33,000 33,000 33,036 33,036 246,799 CHF 247,130 CHF 100.00% 100.00%
15/11/2024 0.13% 7.46 CHF 7.47 CHF 33,500 33,500 33,479 33,479 248,566 CHF 248,901 CHF 71.80% 71.80%
14/11/2024 0.14% 7.40 CHF 7.41 CHF 33,500 33,500 33,571 33,571 246,111 CHF 246,447 CHF 100.00% 100.00%
13/11/2024 0.14% 7.26 CHF 7.27 CHF 34,500 34,500 34,066 34,066 246,824 CHF 247,165 CHF 99.57% 99.57%
12/11/2024 0.14% 7.16 CHF 7.17 CHF 34,500 34,500 34,047 34,047 246,431 CHF 246,772 CHF 100.00% 100.00%
11/11/2024 0.14% 7.35 CHF 7.36 CHF 34,000 34,000 33,682 33,682 247,146 CHF 247,483 CHF 100.00% 100.00%
08/11/2024 0.14% 7.20 CHF 7.21 CHF 34,500 34,500 34,143 34,143 246,502 CHF 246,843 CHF 100.00% 100.00%
07/11/2024 0.14% 7.32 CHF 7.33 CHF 34,000 34,000 33,576 33,576 246,478 CHF 246,814 CHF 100.00% 100.00%

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