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 0.29% 6.38 CHF 6.40 CHF 59,800 59,800 26,519 26,519 175,010 CHF 175,489 CHF 99.90% 99.90%
19/11/2024 0.28% 6.65 CHF 6.66 CHF 62,300 62,300 27,979 27,979 179,633 CHF 180,056 CHF 100.00% 100.00%
18/11/2024 0.27% 6.70 CHF 6.71 CHF 60,700 60,700 27,050 27,050 182,828 CHF 183,237 CHF 99.90% 99.90%
15/11/2024 0.27% 6.86 CHF 6.88 CHF 52,700 52,700 22,742 22,742 168,089 CHF 168,547 CHF 99.69% 99.69%
14/11/2024 0.24% 8.08 CHF 8.10 CHF 48,900 48,900 21,254 21,254 177,773 CHF 178,199 CHF 100.00% 100.00%
13/11/2024 0.27% 8.08 CHF 8.10 CHF 52,400 52,400 23,601 23,601 182,808 CHF 183,281 CHF 100.00% 100.00%
12/11/2024 0.28% 7.22 CHF 7.24 CHF 55,300 55,300 24,704 24,704 180,522 CHF 181,017 CHF 100.00% 100.00%
11/11/2024 0.27% 7.30 CHF 7.32 CHF 54,100 54,100 24,035 24,035 179,698 CHF 180,179 CHF 100.00% 100.00%
08/11/2024 0.27% 7.54 CHF 7.56 CHF 52,700 52,700 23,538 23,538 178,393 CHF 178,865 CHF 100.00% 100.00%
07/11/2024 0.28% 7.79 CHF 7.81 CHF 54,900 54,900 24,510 24,510 184,225 CHF 184,717 CHF 99.33% 99.33%

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