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 0.82% 7.87 CHF 7.90 CHF 16,100 16,100 7,151 7,151 57,878 CHF 58,260 CHF 99.90% 99.90%
19/11/2024 0.84% 7.78 CHF 7.81 CHF 16,800 16,800 7,485 7,485 58,267 CHF 58,659 CHF 100.00% 100.00%
18/11/2024 0.84% 7.92 CHF 7.95 CHF 16,700 16,700 7,448 7,448 58,239 CHF 58,630 CHF 99.90% 99.90%
15/11/2024 0.82% 7.75 CHF 7.78 CHF 16,100 16,100 7,129 7,129 57,230 CHF 57,611 CHF 99.90% 99.90%
14/11/2024 0.85% 8.28 CHF 8.31 CHF 15,500 15,500 6,923 6,923 58,092 CHF 58,483 CHF 100.00% 100.00%
13/11/2024 0.85% 8.42 CHF 8.45 CHF 15,400 15,400 6,861 6,861 57,957 CHF 58,343 CHF 100.00% 100.00%
12/11/2024 0.83% 8.65 CHF 8.68 CHF 15,100 15,100 6,767 6,767 58,534 CHF 58,916 CHF 99.86% 99.86%
11/11/2024 0.81% 8.70 CHF 8.73 CHF 14,700 14,700 6,558 6,558 57,894 CHF 58,264 CHF 99.56% 99.56%
08/11/2024 0.82% 8.87 CHF 8.90 CHF 14,800 14,800 6,700 6,700 58,917 CHF 59,296 CHF 99.45% 99.45%
07/11/2024 0.82% 8.76 CHF 8.79 CHF 15,000 15,000 6,618 6,618 58,376 CHF 58,749 CHF 99.90% 99.90%

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