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 0.14% 7.44 CHF 7.45 CHF 100,000 100,000 99,058 99,058 728,649 CHF 729,641 CHF 99.89% 99.89%
20/11/2024 0.15% 6.86 CHF 6.87 CHF 100,000 100,000 99,059 99,059 665,390 CHF 666,381 CHF 100.00% 100.00%
19/11/2024 0.15% 6.64 CHF 6.65 CHF 100,000 100,000 99,048 99,044 663,123 CHF 664,084 CHF 98.67% 98.67%
18/11/2024 0.16% 6.56 CHF 6.57 CHF 100,000 100,000 99,062 99,062 637,544 CHF 638,536 CHF 100.00% 100.00%
15/11/2024 0.16% 6.23 CHF 6.24 CHF 100,000 100,000 100,000 100,000 619,605 CHF 620,605 CHF 70.86% 70.86%
14/11/2024 0.17% 6.23 CHF 6.24 CHF 100,000 100,000 99,059 99,059 603,380 CHF 604,372 CHF 100.00% 100.00%
13/11/2024 0.15% 6.47 CHF 6.48 CHF 100,000 100,000 99,062 99,062 646,169 CHF 647,161 CHF 100.00% 100.00%
12/11/2024 0.16% 6.45 CHF 6.46 CHF 100,000 100,000 99,062 99,062 640,195 CHF 641,187 CHF 100.00% 100.00%
11/11/2024 0.15% 6.57 CHF 6.58 CHF 100,000 100,000 99,062 99,062 682,258 CHF 683,250 CHF 100.00% 100.00%
08/11/2024 0.14% 7.16 CHF 7.17 CHF 100,000 100,000 99,061 99,061 711,256 CHF 712,248 CHF 100.00% 100.00%

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