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 0.30% 6.58 CHF 6.60 CHF 56,000 56,000 55,113 55,113 365,901 CHF 367,003 CHF 100.00% 100.00%
19/11/2024 0.31% 6.40 CHF 6.42 CHF 57,000 57,000 56,964 56,964 362,595 CHF 363,735 CHF 100.00% 100.00%
18/11/2024 0.31% 6.43 CHF 6.45 CHF 56,000 56,000 56,881 56,881 364,012 CHF 365,149 CHF 100.00% 100.00%
15/11/2024 0.31% 6.42 CHF 6.44 CHF 57,000 57,000 56,104 56,104 362,412 CHF 363,534 CHF 100.00% 100.00%
14/11/2024 0.31% 6.50 CHF 6.52 CHF 56,000 56,000 56,000 56,000 364,703 CHF 365,823 CHF 100.00% 100.00%
13/11/2024 0.30% 6.56 CHF 6.58 CHF 56,000 56,000 55,680 55,680 366,055 CHF 367,169 CHF 100.00% 100.00%
12/11/2024 0.30% 6.57 CHF 6.59 CHF 56,000 56,000 55,081 55,081 368,522 CHF 369,623 CHF 99.85% 99.85%
11/11/2024 0.29% 6.80 CHF 6.82 CHF 54,000 54,000 54,014 54,014 367,594 CHF 368,675 CHF 99.67% 99.67%
08/11/2024 0.30% 6.68 CHF 6.70 CHF 55,000 55,000 55,025 55,025 365,863 CHF 366,964 CHF 98.78% 98.78%
07/11/2024 0.30% 6.67 CHF 6.69 CHF 55,000 55,000 55,021 55,021 367,477 CHF 368,577 CHF 100.00% 100.00%

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