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 0.24% 7.79 CHF 7.81 CHF 71,000 71,000 71,000 71,000 584,751 CHF 586,171 CHF 100.00% 100.00%
19/11/2024 0.26% 7.94 CHF 7.96 CHF 66,900 66,900 66,900 66,900 521,979 CHF 523,317 CHF 100.00% 100.00%
18/11/2024 0.23% 8.72 CHF 8.74 CHF 66,300 66,300 66,300 66,300 567,349 CHF 568,675 CHF 99.04% 99.04%
15/11/2024 0.22% 8.74 CHF 8.76 CHF 62,500 62,500 62,500 62,500 566,343 CHF 567,593 CHF 100.00% 100.00%
14/11/2024 0.22% 9.40 CHF 9.42 CHF 70,900 70,900 70,900 70,900 642,348 CHF 643,766 CHF 99.08% 99.08%
13/11/2024 0.25% 7.97 CHF 7.99 CHF 70,400 70,400 70,400 70,400 567,576 CHF 568,984 CHF 100.00% 100.00%
12/11/2024 0.22% 8.17 CHF 8.19 CHF 59,000 59,000 59,000 59,000 538,041 CHF 539,221 CHF 100.00% 100.00%
11/11/2024 0.20% 10.03 CHF 10.05 CHF 63,200 63,200 63,200 63,200 638,145 CHF 639,409 CHF 100.00% 100.00%
08/11/2024 0.21% 9.20 CHF 9.22 CHF 58,700 58,700 58,700 58,700 555,228 CHF 556,402 CHF 100.00% 100.00%
07/11/2024 0.20% 10.17 CHF 10.19 CHF 62,900 62,900 62,900 62,900 624,269 CHF 625,527 CHF 99.67% 99.67%

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