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
22/11/2024 0.13% 7.68 CHF 7.69 CHF 100,000 100,000 99,117 99,117 752,720 CHF 753,712 CHF 99.82% 99.82%
20/11/2024 0.15% 7.10 CHF 7.11 CHF 100,000 100,000 99,060 99,057 688,880 CHF 689,849 CHF 100.00% 100.00%
19/11/2024 0.15% 6.88 CHF 6.89 CHF 100,000 100,000 99,048 99,045 686,533 CHF 687,502 CHF 98.67% 98.67%
18/11/2024 0.15% 6.80 CHF 6.81 CHF 100,000 100,000 99,064 99,057 661,073 CHF 662,018 CHF 100.00% 100.00%
15/11/2024 0.16% 6.47 CHF 6.48 CHF 100,000 100,000 100,000 100,000 643,347 CHF 644,347 CHF 70.80% 70.80%
14/11/2024 0.16% 6.46 CHF 6.47 CHF 100,000 100,000 99,061 99,057 626,926 CHF 627,890 CHF 100.00% 100.00%
13/11/2024 0.15% 6.71 CHF 6.72 CHF 100,000 100,000 99,062 99,061 669,538 CHF 670,521 CHF 99.99% 99.99%
12/11/2024 0.15% 6.68 CHF 6.69 CHF 100,000 100,000 99,062 99,062 663,527 CHF 664,518 CHF 100.00% 100.00%
11/11/2024 0.14% 6.81 CHF 6.82 CHF 100,000 100,000 99,056 99,055 705,485 CHF 706,469 CHF 100.00% 100.00%
08/11/2024 0.14% 7.39 CHF 7.40 CHF 100,000 100,000 99,215 99,215 735,461 CHF 736,454 CHF 99.84% 99.84%

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